Arrange a rack in the middle of the oven and heat the oven to 425°F.

Cut 2 small globe eggplants in half lengthwise and place cut-side up in a broiler-safe 9x13-inch baking dish. Using a paring knife, score the eggplant halves with diagonal crosshatches, making sure not to cut through the skin. Brush the cut side of the eggplants with 2 tablespoons of the olive oil and season with ½ teaspoon of the kosher salt and ¼ teaspoon of the black pepper.

Roast until very tender, 35 to 40 minutes. Meanwhile, dice 1 small yellow onion, 1 small red bell pepper, and 1 small yellow bell pepper. Mince 2 garlic cloves. Finely grate 1 ounce Parmesan cheese (about ½ packed cup) or measure out ⅓ cup store-bought grated. Remove the casings from 1 pound uncooked Italian sausage if needed.

Heat the remaining 2 tablespoons olive oil in a large skillet over medium heat until shimmering. Add the onion and peppers and cook until slightly softened, 3 to 4 minutes. Add the garlic and ½ teaspoon fennel seeds and cook until fragrant, 30 seconds to 1 minute.

Add the sausage, remaining ½ teaspoon kosher salt, and remaining ¼ teaspoon black pepper. Cook, breaking up the sausage with a wooden spoon or spatula into small pieces, until the sausage is cooked through, about 6 minutes.

Add ¼ cup dry white wine and cook, using a wooden spoon to scrape up any browned bits from the bottom of the pan, until evaporated, about 1 minute more. Remove the pan from the heat, add half of the Parmesan, and stir to combine.

When the eggplants are ready, remove the baking dish from the oven. Heat the broiler to high. Use a fork to press down on the tender flesh of the eggplants to create space for the filling. Spoon the filling evenly into the shells, heaping it (it’s okay if some falls over the sides). Sprinkle with the remaining Parmesan.

Return the baking dish to the oven and broil until the cheese on top is melted and browned in spots, 3 to 5 minutes. Garnish with torn fresh basil or chopped fresh parsley leaves if desired.