Preheat oven to 400 degree F.
Line a rimmed cookie sheet with parchment paper.
Slice the sausages, toss on the sheet pan, haphazardly is the best way.
Slice the peppers, toss on the sheet pan, haphazardly is the best way.
Slice the onion and shallots, toss on the sheet pan, haphazardly is the best way.
Sprinkle salt and pepper evenly over the pan, to taste.
Drizzle olive oil over top of the ingredients evenly.
Place in the preheated 400 degree F oven, and cook for 20 minutes.
Remove the sheet pan from oven. Whisk the wine mixture once again, and pour the mixture over top of the sausage and peppers. Place back in the oven. Cook for another 25 to 30 minutes. Be sure to stir once or twice during that time.
It's done when the wine mixture starts to thicken, and the ingredients are perfectly browned.
Remove the sheet pan from the oven.
Serve with a big old spicy smile!