In a 2-quart sauce pot over high heat, bring 4 cups of water to a boil. Whisk in the polenta and let the water return to a boil, reduce to a simmer, and cook, stirring frequently, until the polenta thickens and absorbs most of the water, 25 to 30 minutes. Remove from the heat, stir in the parmesan and season with salt and pepper.
While the polenta cooks, prepare the sausage and peppers.

In a 12-inch frying pan over medium-high heat, warm 1 tablespoon oil until hot but not smoking. Add the sausages and cook until well browned, about 5 minutes on each side. Transfer to a plate. Do not wipe out the pan.
While sausage cooks, prepare the vegetables.

• Peel and slice the onions.
• Slice the peppers. Discard the seeds.
• Mince the garlic.
• Chop the rosemary leaves.
• Chop the parsley.

In the same pan used to cook the sausage, warm 1 tablespoon oil over medium high heat until hot but not smoking. Add the onions, season with salt, and cook until the onions begin to caramelize, about 15 minutes. Add the peppers, garlic, and rosemary, and continue cooking until the peppers start to soften, about 5 minutes. Add ¼ cup wine, if using and cook until the wine has almost completely evaporated. Stir in the tomato paste and 1½ cups water. Bring to a boil, reduce to simmer, and cook until the liquid has thickened, about 5 minutes. Slice the sausages and add them to the pan, turning once or twice until heated through, about 5 minutes. Remove from the heat, stir in the parsley and season with salt and pepper.

Transfer the polenta to serving bowls and top with the sausage and peppers.