Preheat oven to 150-200 F and place 4 shallow serving bowls on the racks to warm.
Cover the polenta to keep it warm or cover and turn off the heat. Just before serving, warm through – or finish cooking if need be – whisking in a little milk, water, or butter if needed to keep the polenta very creamy and loose.
Make the tomato sauce (see below in Cook’s Notes or use your own recipe/use a jar of purchased sauce) and leave covered on low until needed, stirring regularly.
Heat a medium heavy skillet over medium-high flame and drizzle with a tablespoon of olive oil. When oil is hot, add the sausages. Brown the sausages on both sides, lower heat, and cook until done through with no pink remaining. An instant read thermometer should read at least 165 degrees F.
If you haven’t yet cooked the asparagus and mushrooms, drizzle a tablespoon of oil in two small skillets, heat through, and add the vegetables. Cook until tender and a little crispy, tossing and turning regularly. Season with salt and pepper. Cover to keep warm or stick in oven. (As noted above, you can reheat in the microwave if needed.)
To serve, spoon about a cup of the now hot polenta (it might need some more broth or water to loosen it up again--whisk, whisk!) into each of the warmed bowls and spread evenly into an oval. Top each serving of polenta with a sausage link. Add warm mushrooms and asparagus to the side of the sausage and spoon tomato sauce – about 1/2 cup– across the sausage and vegetables. Sprinkle with a ¼ teaspoon or so of lemon zest, a tablespoon or two of the Parmigiano Reggiano, and a few grinds of pepper. Serve hot or warm.STORAGE: Store well-covered for 2-3 days in the fridge. The sausage and the tomato sauce would freeze fine, but I wouldn't freeze the vegetables or the polenta.