Preheat oven to 450°F.
Bring a large pot of water to a boil. Salt the water and add the broccoli rabe. Blanch for 2 minutes. Drain and pat dry. On a large rimmed baking sheet, toss rabe with olive oil, garlic, chilis, fennel seed and nutmeg. Spread rabe out in a single layer and top with sausage.
Roast 10 minutes. Turn the sausage and stir the rabe. Continue roasting until the sausage is cooked through, 10-15 minutes.
Transfer the sausage to a work surface and slice. Toss the rabe with the lemon juice, wine or vermouth. Divide the rabe and sausage among plates and serve with warm bread alongside.