Slice peppers and onion into strips, toss with 2 tablespoons olive oil and Italian seasoning, spread on two sheet pans, add sausage links to one pan, and bake at 425°F for 18 minutes until sausage reaches 160°F internal temperature.
During the last 5 minutes, pan-fry polenta cakes in remaining olive oil over medium-high heat for 2 minutes per side until golden.
Heat marinara sauce in a small pot over medium heat for 3 minutes.
Divide polenta cakes among four plates, top with sausage, peppers, and onions, drizzle with warm marinara, sprinkle with parmesan, and serve.