Preheat your oven to 425°F and line a large baking sheet with parchment paper.
Prepare all vegetables: cut bell peppers into 1-inch pieces, slice red onion into wedges, peel and cube sweet potatoes, and halve brussels sprouts. Try to keep vegetable pieces similar in size for even cooking.
In a large bowl, combine all vegetables with olive oil, balsamic vinegar, minced garlic, Italian seasoning, smoked paprika, salt, and pepper. Toss thoroughly until every piece is evenly coated.
Spread the seasoned vegetables in a single layer on the prepared baking sheet, being careful not to overcrowd the pan. If necessary, use two sheets to ensure proper air circulation.
Nestle the sausage links among the vegetables, ensuring they're not covered by the vegetables.
Roast for 35-40 minutes, removing the pan halfway through cooking to turn the sausages and stir the vegetables for even browning.
Check that sausages have reached an internal temperature of 160°F and that vegetables are tender and caramelized at the edges.
Transfer the sausages to a cutting board and let rest for 2 minutes. Slice diagonally into bite-sized pieces.
Return the sliced sausages to the vegetable mixture and toss gently to combine.
Finish with a squeeze of fresh lemon juice, a sprinkle of lemon zest, chopped fresh herbs, and grated parmesan cheese if desired.