Spicy Eggs in Purgatory

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2 tablespoons extra-virgin olive oil, plus extra for finishing

2 hot Italian sausage links, casing removed and meat crumbled 

1 fennel bulb, outer layer removed, thinly sliced 

1/2 Spanish onion, sliced 

1 teaspoon anchovy paste 

1 teaspoon smoked paprika 

2 cloves garlic, sliced 

2 pinches dried pepperoncini 

1/4 cup dry white wine 

One 28-ounce can whole San Marzano tomatoes, hand-crushed 

1 tablespoon capers, drained and rinsed 

1/4 cup fresh parsley, chopped

4 large eggs, cracked into small individual bowls 

Kosher salt and freshly ground black pepper 

1 green habanero, minced, optional 

1/4 cup grated Pecorino-Romano

Baguette, toasted and rubbed with garlic for serving, optional