Cut sausages crosswise into 1/2-inch-thick slices. In a 5- to 6-quart pan over medium-high heat, stir sausages often until browned, 8 to 10 minutes. With a slotted spoon, transfer slices to paper towels to drain. Discard all but 2 tablespoons of the fat in pan, or, if needed, add olive oil to make this amount.
Add onions and garlic to pan. Stir often over medium-high heat until limp, about 8 minutes. Add cumin and bay leaves; stir for 1 minute. Add broth, 1 cup water, sausages, and lentils. Bring to a boil over high heat; reduce heat, cover, and simmer 25 minutes, stirring occasionally.
Stir in wine. Simmer, covered, until lentils are tender to bite, 5 to 20 minutes longer. Uncover and boil, stirring often, until soup is reduced to 2 quarts, about 5 minutes. Stir in parsley and hot sauce to taste. Ladle into bowls. Add salt to taste.