Preheat the oven to 400°F.
Put the bread and milk in a small bowl to soak.
Cut the tops off the tomatoes and hollow out until you have about a ½- to ¾-inch shell. Chop the pulp and reserve with the liquid.
Hollow out the zucchini as you did with the tomatoes. Chop the inside zucchini flesh and reserve in a separate bowl. Place the hollowed-out vegetables in a large ovenproof dish, preferably one pretty enough to bring to the table.
In a medium frying pan, heat 2 tablespoons of olive oil. Sauté onion, fennel, and zucchini pulp for 5 minutes, add garlic, and sauté for 3 minutes more. Add chopped tomato pulp, herbes de Provence, and a grind of black pepper; simmer for 5 minutes. Add parsley and stir. Remove from the heat and let cool.
Squeeze a bit of the excess milk out of the bread, chop into coarse crumbs, set aside. In a small bowl, lightly beat the egg.
Remove sausage meat from its casings and break it up without overworking the meat. Add the beef, bread, and tomato mixture and combine — I use my hands for this part. Then add the egg and give the stuffing a final mix. Divide the stuffing evenly among the vegetables. Drizzle with the additional 2 tablespoons olive oil. Add the white wine to the bottom of the dish.
Cover the dish tightly with tinfoil and bake 1½ hours, until the sausage is cooked through and the vegetables are perfectly tender; the saggier the better, as far as I’m concerned. Remove the foil and pass under the broiler for 3 minutes to brown. There will be quite a bit of yummy sauce at the bottom of the dish.
Serve on a bed of quinoa or wild rice. Pass a bowl of sauce.