Finely dice the onion, garlic clove and peppers. Knead everything together with egg, breadcrumbs, ground beef and thyme to a smooth dough. Season heartily with salt, pepper and hot paprika powder. Shape quantity into 8 rolls (about 8 inches long) with lightly oiled hands.
Place on metal or wooden skewers and grill on hot grill for 8 to 10 minutes. Cut lemon into wedges. Grill briefly. Serve with green leaf salad with pecoroni salad sauce.