Peel the sausages, chop the vegetables and slice the onion and fry briefly in a little oil. Transfer to a large roasting pan and distribute it as a base.
On top of it, place the marrows, potatoes and peppers, sprinkle with salt, pepper and paprika.
Place the sausages on top and pour in the wine and broth. Seal the tray with tin foil and set to bake for 15 minutes in a very hot oven.
Remove the foil and continue cooking until lightly tanned.