Remove casings from sausage. Heat a large nonstick skillet over medium heat. Add sausage; cook until browned, stirring to crumble. Add onion, peppers, butter, and garlic to pan; cook 5 minutes, stirring frequently.
Place bread in a food processor; pulse 5 times or until breadcrumbs form. Add breadcrumbs to sausage mixture; cook 3 minutes, stirring constantly. Pour Sambuca into one side of skillet. Ignite Sambuca with a long match, and let flames die down. Stir in the Worcestershire sauce, pepper, and salt.
Prepare grill to high heat.
Shuck clams; discard any broken shells or shells that remain open. Place 12 clam halves on shellfish grate; discard top halves of shells. Top each with about 1 teaspoon breadcrumb mixture. Place grate on grill. Cover and cook 4 minutes or until clam juice in shells boils. Remove clams from grate; keep warm. Repeat procedure with remaining clams and breadcrumbs. Serve with lemon wedges.