1. Cut off the stalks and outer leaves of the fennel bulb.
2. Cut the bulb in to lengthwise slices, 1/8 inch thickness keeping the root end attached to prevent the slices from falling apart.
3. Slice the onion crosswise, making 1/2 inch width slices.
4. Lighty brush both sides of the fennel and onion slices with olive oil.
5. Season to taste with salt and pepper.
6. Grill the slices directly over medium heat for 12-14 minutes or until tender; turn once during grilling time.
7. Remove from the grill and allow to cool.
8. Cut away the bit of root from each fennel slice.
9. Cut the fennel and onion slices into 1/2 inch pieces.
10. Grill the sausages over direct medium heat for 12-15 minutes or until firm and no longer pink; turn once during grilling time.
11. A few minutes before the sausages are cooked, toast the cut sides of the buns over direct medium heat.
12. Put a sausage inside a toasted bun; add some grilled fennel and onions; drizzle with mustard.