In a medium to large size dutch oven, or saucepan, add the olive oil and bacon. Turn the burner on medium heat and cook until the bacon starts to turn slightly brown around the edges. This should take about 5 to 8 minutes.
Toss in the sliced sausages and onion into the pan, continue cooking over medium heat for about 8 to 10 minutes, or until the sausage is perfectly browned and the onions are starting to turn a golden colour. Add more olive oil, if needed.
Toss the peppers and apples into the pan. Add some salt and pepper. Continue cooking over medium heat for about 4 or 5 minutes. Just enough time for the peppers and apples to brown slightly. Add more olive oil, if needed.
Add 4 and 1/2 cups of vegetable broth to the pan, then add penne. Stir until everything is mixed thoroughly. Be sure the liquid covers the pasta. Bring to a boil, stirring occasionally. Cover, and reduce heat to medium low. Allow to cook for about 7 to 8 minutes. Check once to make sure it's cooking but not sticking.
Remove the pan from the heat.
Remove the lid and toss in the cheese. Place cover back on the pan. Let stand for about 5 to 7 minutes.
Remove cover and stir until everything is combined. Add more cheese, if desired.