Heat sausage in a large sauce pan (5 quarts or larger), over medium-high heat on stove top. Saute until sausage is cooked through. Use a slotted spoon to remove meat, leaving fat in bottom of pan.
Add all of the chopped onion to pot and cook until softened, about 5 minutes. Once softened, remove from pot and set aside (take ½ cup of the cooked onion and keep this separated to use for filling). Add garlic and cook until fragrant, about 5 minutes.
Then, add Italian stewed tomatoes (do not drain), tomato sauce, tomato paste, red wine, oregano, garlic, thyme, cayenne, salt, and pepper. Stir well.
Next add half of the cooked sausage and the remaining onion. Again, stir well, using spoon to break up large chunks of the tomatoes. Bring sauce to a boil, then reduce heat to low. Let sauce simmer, uncovered for 20 minutes.
Cook pasta shells according to package instructions.
In a medium sized bowl, beat egg, then stir in cottage cheese, mozzarella, ricotta, parsley, basil, oregano, thyme, nutmeg, salt, remaining half of sausage and remaining ½ cup cooked onion. Stir until well mixed.
Fill shells with filling (you will use almost all of the shells).
Preheat oven to 350 degrees.
Pour sauce in the bottom of a 9x13 or larger baking dish. Evenly space out stuffed shells in sauce.
Bake uncovered for 25 minutes, or until cheese is melted and beginning to brown. Garnish with additional fresh parsley for serving, if desired.