For a charcoal grill, light your charcoal, for a gas grill, light and heat the grill. You are looking for a temp of 180 to 230 C.
Cut bell peppers into strips lengthwise, dice the large green chili. Cut the onion in half from the top to the root end, then cut each half crosswise into 1/4 inch slices.
In a large disposable foil pan (or a large cast iron pan) over direct medium heat, melt the butter and add the fennel seeds. After a minute or so of the fennel cooking in the butter, add the peppers, chili, and onion, season with salt and pepper to your liking. Mix well with tongs. Cook the vegetables in the pan over direct medium heat, with the lid closed, until tender and turning golden brown in spots, 10 to 15 minutes, stirring occasionally. If the vegetables brown too quickly, slide the pan over indirect heat and cook them there, with the lid closed.
When the vegetables are tender, add the beer and mustard. Mix well with tongs. Slide the pan over indirect heat to keep warm.
Grill the bratwurst over direct medium heat, with the lid closed, until lightly charred on all sides, about 15 minutes, turning them every few minutes and swapping their positions as needed for even cooking. Then move the bratwurst to the pan over indirect heat. Smother them with the peppers and onion, close the lid, and simmer them for about 30 minutes. If the pan is getting too dry, add a little more beer.
Serve them in a bun with the pepper mixture on top.