Heat the olive oil in a large skillet over medium-high heat. Add the sausage and cook, turning, until browned and cooked through, about 10 minutes. Remove the sausage to a plate and pour off all but 2 tablespoons drippings.
Add the scallion whites to the skillet along with the bell pepper, 1/4 teaspoon salt, and pepper to taste; cook, stirring, until soft, about 5 minutes. Add the flour, reduce the heat to medium and cook, stirring, about 2 minutes. Add the garlic, Worcestershire sauce, allspice, chicken broth and milk. Bring to a simmer and cook until thickened, about 6 minutes. Add the scallion greens and season with salt and pepper.
Divide the sausage among plates and top with the gravy.