Preheat oven to 400°.
Dry the chicken with paper towels and season both sides with salt and pepper.
In a large, oven-safe pan, heat the oil over medium heat.
Add the chicken, skin side down, and cook, turning halfway through, until golden brown, 4 to 5 minutes per side. Transfer the chicken to a plate.
Add the sausage to the pan and cook, turning occasionally, until golden, about 6 minutes. Transfer to a plate with the chicken.
Add the onion and pepper to the pan and cook, stirring occasionally, until softened, about 5 minutes. Add the garlic and cook until fragrant, 1 minute more. Add the wine and bring to a boil.
Cook until reduced by half, about 8 minutes. Add the cherry peppers, pickling juice, stock and vinegar. Bring to a boil, add the oregano and season with salt and pepper.
Cut the sausages into 5 pieces and return to the pan. Place the chicken between the sausage and pepper.
Transfer to the oven and cook until the chicken is cooked through and an instant-read thermometer inserted into the thickest part of the chicken registers 165°F, 20 to 25 minutes.
Enjoy! Serve with a glass of your favourite Italian wine and warm, crusty bread.