Bring a large pot of salted water to boil. Cook the pasta until al dente. Drain, reserving some of the cooking water.
Meanwhile, remove the sausages from the casings and cook them in a large skillet over medium-high heat, breaking up the meat as it cooks. When the sausages are cooked through, transfer them to a strainer and let the fat run off. Wipe the skillet with a paper towel and return it to the heat.
Add the olive oil to the skillet and cook the shallots, stirring occasionally, until tender. Push the shallots aside and add the mushrooms. Sprinkle lightly with salt and pepper. Cook, stirring occasionally, until the mushrooms are reduced in size and most of the moisture is gone from the pan. Add the wine and cook until the liquid has evaporated.
Return the sausage to the pan with the shallots and mushrooms, and add the cream. Bring the cream to a boil and cook, stirring occasionally, until it reduces by about half and is thick enough to cling to pasta. Toss with the drained pasta and add salt and pepper to taste. If the sauce is too thick, stir in a bit of the reserved pasta water. Sprinkle with parsley and cheese before serving.