Polenta, a staple of Northern Italy, is made from cornmeal. It has a soft, moist breadlike texture. We fried it, but you could also serve it soft, mixed with cheese.
Bring 3 cups water to a boil in a medium saucepan. Gradually whisk in cornmeal; season with salt and pepper. Reduce heat to medium-low; cook, whisking, until thick, 8 minutes. Transfer to an oiled 8-inch baking dish. Refrigerate until firm, 45 minutes or overnight.
Heat 2 teaspoons oil in a large nonstick skillet over high heat. Cook sausage until browned, 4 to 6 minutes. Add onion and peppers; cook over medium until onion is caramelized and sausage is cooked through, 15 to 20 minutes.
Add oregano and 1/4 cup water to skillet; using a wooden spoon, scrape browned bits from bottom. Transfer mixture to bowl. Wipe skillet clean.
Cut polenta into 8 triangles. Heat 2 teaspoons oil in skillet over medium-high heat. Cook half of polenta until golden, 4 minutes per side. Repeat with remaining oil and polenta. Serve hot with sausages, vegetables, and pan sauce.
Make the polenta the night before, and chill overnight. The vegetables can also be cut ahead of time and stored separately in plastic bags.