Preheat the oven to 425°. Line a baking sheet with foil and scatter the tomatoes on top. Drizzle with 1 tablespoon EVOO and season with salt and pepper. Roast until tender, about 15 minutes.
While the tomatoes cook, in a medium skillet, add 1 tablespoon EVOO, 1 turn of the pan, the hot and sweet Italian sausages and enough water to fill the pan by 1/4 inch. Bring to a boil, then reduce the heat to medium-low and cook until the liquid evaporates, 10 to 12 minutes. Cook until the casings brown, 3 to 4 minutes more.
In a large skillet, heat 1 tablespoon EVOO, 1 turn of the pan, over medium-high heat. Add the Cubanelle peppers, red bell pepper and onion; season with salt and pepper. Cook until just tender, 7 to 8 minutes. Stir in the pickled peppers and their juice.
Remove the sausages from the skillet and cut into chunks. Add to the peppers and onions. Pour the white wine into the sausage skillet and, using a wooden spoon, scrape up any browned bits from the bottom of the pan. Pour into the pepper-onion mixture.
Melt 2 tablespoons butter in the sausage skillet over medium heat. Whisk in the flour and cook for 1 minute, then whisk in the chicken broth and cook until reduced, about 2 minutes. Add the reserved tomatoes and mash into the liquid; reserve the baking sheet, discarding the foil. Cover the tomato gravy to keep warm.
In a microwaveable bowl, combine the remaining 2 tablespoons butter, 1 tablespoon EVOO and the garlic. Microwave for 20 seconds. Brush the garlic butter over the bread, then sprinkle the cheese and parsley on top. Cut the bread into large cubes. Arrange the bread cubes on the reserved baking sheet and bake for 5 minutes.
Combine the garlic-bread cubes with the sausage-pepper-onion mixture, spoon into shallow bowls and top with the tomato gravy and basil.