Heat oil in a large pot. Add onions and cook 5 minutes over medium heat, stirring occasionally. Add garlic, sausage and mushrooms; cook 10 more minutes, stirring occasionally.
Add wine; cook 1 minute. Add tomatoes, paste, salt, oregano, nutmeg, pepper. Bring to boil. Lower heat to low and cook, covered, for 25 minutes, stirring occasionally. Add broccolini during the last 5 minutes.
Add in half-and-half and simmer, covered, for an additional 5 minutes. Savory Castellane: While Broccoli-Sausage Sauce is simmering, boil 1 pound castellane until firm but tender, following package directions. Drain. Toss with sauce. Sprinkle with 1/2 cup grated Parmesan.
Make Broccoli-Sausage Sauce. Scrape out the gills and 1/8 inch of the insides of mushrooms. Brush insides of mushrooms with olive oil and season with salt and pepper. Bake in foil-lined baking pans at 350°F for 15 minutes. Drain off liquid.Bake for 5 minutes. Makes 8 servings.