Preheat oven to 375°F. Whisk together oil, vinegar, salt, and pepper in a small bowl. Toss together sausages, fennel, apples, and 6 tablespoons of the vinegar mixture in a large bowl. Reserve remaining vinegar mixture.
Place rice in a mound in the center of a lightly greased large rimmed baking sheet. Place sausages, fennel, and apples over rice, covering it completely, and drizzle with any remaining vinegar mixture from bowl. Bake in preheated oven until sausages are cooked through and fennel and apples are golden, about 40 minutes.
Chop reserved fennel fronds to equal 1 tablespoon. Divide vegetables, rice, and sausages evenly among 4 plates. Drizzle with reserved vinegar mixture, and sprinkle evenly with chopped fennel fronds.