Preheat the oven to 425 degrees.
Combine peppers, onion, garlic, and fennel seeds, if using, on a large sheet pan. Season generously with salt and pepper, then drizzle with olive oil and mix to combine.
Roast the vegetables for 20 minutes, then toss them around with a spatula. Roast for another 20 minutes or until very soft and caramelized around the edges.
Arrange the sausage over top of the vegetables, then roast for another 8-10 minutes, or until cooked through to an internal temperature of 160℉ for pork sausage or 165℉ if using chicken sausage.
Place the pan on the top rack of the oven and switch the broiler on to high. Keep a close eye on it and remove the pan as soon as the sausage browns. Sprinkle with parsley and serve as-is or with rolls to make sandwiches.