1. Preheat oven to 425ï¿½.
2. Coat a 3-quart baking dish with cooking spray. Combine 4 cups water with cornmeal, and pour into prepared baking dish. Set aside.
3. Slice fennel into very thin pieces. Place in a 9- x 13-inch baking dish. Add bell pepper, red onion, tomatoes, and garlic. Drizzle with olive oil and sprinkle with oregano. Toss to coat. Arrange turkey sausage on top, and add 1 cup water.
4. Bake sausage and vegetables, uncovered, at 425ï¿½ for 20 minutes. Remove from oven; turn sausages and toss vegetables. Place half of vegetable mixture on top of sausages before returning dish to oven.
5. Reduce oven temperature to 350ï¿½. Stir cornmeal mixture lightly and place in oven. Bake 45 minutes. Remove cornmeal from oven; stir gently with a fork and return to oven. Bake both dishes 10 additional minutes or until vegetables are completely soft and a thermometer inserted into the thickest part of a sausage registers 170ï¿½. Remove from oven.
6. Stir polenta with a fork; add salt. Polenta will continue to thicken as it stands. Top polenta with chopped parsley, if desired Serve polenta and sausage topped with vegetables and pan sauce.