I love this dish because it's such a showstopper when you bring it to the table. It’s so colorful and the fennel, sausage and capers add a nice twist to the more traditional shakshuka. Serve with some gorgeous crusty bread and you’ve got a real crowd-pleaser.
Preheat the oven to 300 F.2.
In a 10- or 12-inch cast-iron skillet, heat the olive oil over medium heat. Add the sausage and begin to brown, stirring to break into small pieces, about 4 minutes. Add the fennel, onion and red bell pepper and raise the heat to high; continue to cook until the vegetables are softened, about 5 minutes. Add the anchovy, paprika, garlic and 1 pinch of pepper flakes and cook for 1 more minute. Add the wine and deglaze. Add the tomatoes and bring to a simmer. Allow to simmer and reduce, 10 to 15 minutes. Stir in the capers and half the parsley. Lower the heat.3.
Make 4 wells in the mixture, then place an egg into each. Sprinkle the whole dish with salt and pepper. Bake 8 to 12 minutes, depending on how you prefer your eggs. Garnish with the remaining pinch pepperoncini, the remaining parsley and Pecorino. Serve warm with the garlic-rubbed baguette, if using.