Preheat oven to 400F. Arrange two racks evenly spaced in oven.
Put the onions, peppers, fennel, garlic, oregano, 1 Tbls salt and 1 1/2 tsp pepper in a large (14" x 18") roasting or shet pan. Add 1/4-cup olive oil and toss well. Don't crowd everything in a smaller pan, the vegetables won't brown).
Separately, on another sheet pan, toss the sausages with 2 Tbls olive oil and spread them out in one layer. Place both pans in the oven for 20 minutes.
Toss the vegetables and transfer the sausages to the roasting pan. Add the tomatoes. Pour in the wine and roast for another 25 to 30 minutes, turning the sausages to brown evenly.
Off the heat, sprinkle on the basil, toss well, and serve hot with grated Parmesan on the side.