1. Preheat oven to 425°.

2. Coat a 3-quart baking dish with cooking spray. Combine 4 cups water and polenta, and pour into prepared baking dish. Set aside.

3. Place fennel 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 425° for 20 minutes. Remove from oven; turn sausages, and toss vegetables. Place half of vegetable mixture on top of sausages before returning baking dish to oven.

5. Reduce temperature to 350°. Stir polenta mixture lightly, and place baking dish in oven. Bake at 350° for 45 minutes. Remove polenta from oven; stir gently with a fork, and return to oven. Bake both dishes an additional 10 minutes or until vegetables are completely soft and a thermometer inserted into the thickest part of a sausage registers 170°. Remove from oven.

6. Stir polenta with a fork; polenta will continue to thicken as it stands. Serve polenta and sausage topped with vegetables and pan sauce. Sprinkle with parsley, if desired.