2 pounds sweet Italian sausage, pricked all over with a fork
3 tablespoons extra-virgin olive oil, plus more for brushing
2 red bell peppers, cut into 1-inch dice
2 green bell peppers, cut into 1-inch dice
2 yellow bell peppers, cut into 1-inch dice
1 medium red onion, thinly sliced
1 small fennel bulb—trimmed, cored and thinly sliced
4 serrano chiles, seeded and thinly sliced crosswise
1 habanero chile, seeded and thinly sliced
Salt
1 cup dry red wine
1 cup freshly grated pecorino cheese (3 ounces)
Crusty bread, for serving