For the sausage: Bring a pot of water to a boil. Fill a large bowl with ice water. Add the broccoli rabe to the pot and cook for a few minutes. Drain and immediately transfer to the ice bath; let cool. Remove and pat dry, then chop finely. Set aside.
Run the pork shoulder through a meat grinder, first using the medium grinder-plate, and then using the small grinder-plate.
Transfer the ground pork to a large mixing bowl. Add the garlic, broccoli rabe, salt, fennel pollen, fennel seeds, red pepper and Parmesan. Mix well.
Using a sausage stuffer, stuff the sausage mixture into casings, and twist into links. Cut the links to separate the sausages.
Bring a pot of water to a boil. Place the sausage links into the pot, making sure they're submerged. Turn down the heat and simmer the sausages until cooked through, about 10 minutes. Remove and dry on paper towels. Set aside.
For the polenta: In a medium saucepan, bring the milk, 2 cups water and bay leaf to a boil. Season generously with salt, almost to the point of over seasoning. How do you know that you are there? Taste it! When the liquid has reached a boil, slowly whisk in the polenta in small sprinkles. Once all the polenta has been incorporated, reduce the heat to medium and immediately switch over to stirring with a wooden spoon. Cook the polenta until it begins to pull away from the pan, adding water to loosen it up if it becomes too thick. When the polenta is thoroughly cooked, it should look creamy and not feel gritty on your tongue. Remove it from the heat and stir in the Parmesan and mascarpone. Keep warm.
For the tomato sauce: In a medium pot, combine the garlic, olive oil, tomatoes, 1 cup water, red pepper, basil and some salt. Bring to boil, lower heat, and simmer for 5 minutes.
To serve, spoon a pool of polenta onto a plate, add a ladle of tomato sauce, and top with a sausage.