Clean and wash the celery, de-thread, halve lengthways and cut into 5 cm long pieces. Pluck the green from the celery, chop finely and set aside. Halve the onions and cut into fine strips. Heat the oil in a saucepan, fry the sausages on both sides until light brown and remove. Sauté the onions and celery in the oil over medium-high heat for 2 minutes. Sprinkle with sugar, let caramelize, deglaze with red wine and top up with chicken stock. Add the sausages and thyme and allow the sauce to reduce by half, uncovered, for 10 minutes. Season to taste with salt and chili flakes.
Meanwhile, bring the milk, 200 ml water, bay leaf, nutmeg and salt to the boil in a saucepan while stirring. Stir in the polenta with a whisk. Reduce the heat and let the polenta swell for 10 minutes over the lowest heat while stirring. Stir in the butter and half the grated cheese.
Arrange the polenta, sausages and red wine sauce on plates. Sprinkle with remaining cheese, celery greens and parsley and serve.