Brown the sausage in olive oil in a large skillet over medium-high heat. Break into pieces until browned. Set aside.
Add garlic, butter, and shallot to the skillet. Sauté for about 2-3 mins.
Add the white wine. Simmer 2-3 minutes to reduce slightly. Return sausage to skillet.
Bring a large pot of salted water to a boil. Cook penne according to package directions. Add broccoli during the last 3-4 minutes. Before draining, reserve at least 1 cup of the pasta/broccoli water.
Add drained pasta and broccoli to the sausage mixture. Pour in about 1/2 cup reserved pasta water. Toss over medium-low heat, adding more water as needed for a silky, glossy sauce.
Finish with cheese. Turn off heat. Stir in Parmesan or Locatelli and freshly ground black pepper. Add ripped fresh mozzarella, if desired.