Preheat the oven to 400°F with one rack placed in the center and another in the upper half, about 5 inches from the broiler.

In a large bowl, toss the peppers, tomatoes, garlic, onion, and fennel with 3 tablespoons olive oil, Za'atar, salt, and pepper, evenly coating the vegetables. Spread the vegetables on a half-sheet pan (or two quarter-sheet pans), giving the vegetables as much space for even roasting. Reserve the large bowl for later prep.

Place the sheet pan on the center rack, and roast the vegetables for 15 minutes or until peppers are just tender when pierced with a sharp paring knife.

While the vegetables are roasting, toss the sausage with the remaining 1 tablespoon of olive oil in the large bowl used for the vegetables. Place the sausages and olives on top or nestled among the vegetables in the sheet pan, and continue roasting, turning sausages once, until nearly warmed through, and they start turning golden, 5 minutes.

Remove the sheet pan from the oven, drizzle in white wine, and give it a quick stir to deglaze the pan. Turn on the broiler and return the sheet pan to the oven on the upper rack. Broil until the sausages are browned with an internal temperature of 165°F, 2 to 4 minutes. Adjust seasoning if necessary with salt and pepper.

Garnish the dish with fennel fronds and parsley. Serve immediately with hearty bread or a toasted baguette.