1. Preheat grill to medium-high. Prick potatoes with a fork; rub with oil. Season with salt and pepper. Place on a plate and microwave on high until tender, about 15 minutes. Wrap each in foil and place on an upper rack of grill.
2. Oil grates and add sausage to grill. Cook 5 minutes, turning occasionally, then add bell pepper and corn to grill. Cook, turning periodically, until sausage has browned, pepper is tender and corn is lightly charred, about 10 minutes. Remove sausage and vegetables to a board; let cool slightly. Chop sausage and peppers, strip kernels from corn and mix all together in a bowl.
3. Unwrap potatoes and make a long slit on top of each. Squeeze to open. Fill with sausage mixture. Top with sour cream, sprinkle with chives and serve.