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If using wooden skewers, soak skewers in water for about 30 minutes prior to cooking.
Start the Traeger on Smoke with the lid open until the fire is established (about 5 minutes). Preheat to High heat, lid closed, for 10 to 15 minutes.
Cut pepper, onion and sausage into chunks. Thread skewer alternating between meat and vegetables.
Drizzle each of the skewers with olive oil and season on all sides with the Traeger Cajun Rub.
Put skewers directly on grill grate and cook for about 5 minutes. Flip skewers over and cook for an additional 5 minutes.
Spicy Ketchup Dipping: Mix together sauce ingredients and transfer to a small serving bowl.
Pull skewers off grill and serve with spicy dipping sauce. Enjoy!