Preheat your oven to 400°F and line a large rimmed sheet pan with parchment paper for easy cleanup.
Dice the red bell pepper, slice the zucchini into half-moons, and cut the broccoli into small, uniform florets.
In a medium mixing bowl, combine the ground turkey with the fennel seeds, garlic powder, dried sage, sea salt, and black pepper.
Using your hands, form the seasoned turkey into small, bite-sized nuggets or patties to mimic sausage pieces.
Place the turkey nuggets and all the chopped vegetables onto the prepared sheet pan in a single layer.
Drizzle the olive oil over the vegetables and turkey, tossing the vegetables gently to ensure they are lightly coated.
Spread everything out evenly so the air can circulate, ensuring the vegetables roast rather than steam.
Bake for 20 to 25 minutes, or until the turkey is cooked through and the vegetables are tender with slightly caramelized edges.