In a large skillet or saucepan, heat the oil. Over medium-high heat, sauté the onions, carrots and celery until soft and beginning to caramelize, 8 to 10 minutes. Add the mushrooms, garlic, cumin and 1/2 teaspoon salt. Continue to cook, stirring occasionally with a wooden spoon or spatula, until the mushrooms have released their moisture and softened, about 7 minutes more.
Pour in the red wine, scrapping up any brown bits that may have formed on the bottom of the pan. Once the liquid has cooked off, stir in the tomatoes, harissa and 1/2 teaspoon salt. Simmer on medium-low heat until the tomatoes have lost their acidity and reduced by half, 10 minutes. Add 1/2 cup of water or vegetable stock to loosen the sauce if it seems dry. Set aside.
Meanwhile, while the mushroom Bolognese is simmering, make the polenta: bring the coconut milk and stock or water to a boil in a large Dutch oven or stockpot. Slowing pour in the polenta while whisking. Reduce the heat to low and cook, stirring frequently, until the corn meal has lost its gritty bite and the polenta has thickened to the point of holding its shape on a plate, 15 to 20 minutes depending on the coarseness of the polenta. Season with 1 teaspoon sea salt and the ghee, butter or coconut oil, if using.
Spoon the polenta into bowls and top with a generous heap of mushroom Bolognese sauce. Drizzle with olive oil, garnish with chopped parsley, and serve hot.