Step 1

Place a rack in highest position in oven; preheat to 425°. Combine fennel bulbs, red onion, and rosemary sprigs on a large rimmed baking sheet. Drizzle with 3 Tbsp. oil, season generously with kosher salt and pepper, and toss to combine. Arrange sausages on top, spacing evenly and nestling into vegetables. Prick sausages all over with the tip of a paring knife and drizzle with 1 Tbsp. oil. Roast until sausages are browned on top and cooked though and fennel is tender and deeply browned in spots, 25–30 minutes.

Step 2

Meanwhile, coarsely chop reserved fennel fronds (you want about ¼ cup); set aside. Cut the ends off orange to reveal flesh. Rest orange upright on a cut side and cut down around orange to remove peel and white pith, rotating it as you go; discard peel. Working over a small bowl, hold orange in your hand and cut between membranes to release segments into bowl. Squeeze membranes to extract any remaining juice into bowl; discard membranes. Add vinegar to orange segments and juice and toss to combine; season with kosher salt and pepper.

Step 3

Remove baking sheet from oven. Using your hand or a spoon to block segments, pour juices from orange over sausage and fennel mixture. Set orange segments aside and let sausages and fennel mixture cool 5 minutes.

Step 4

Transfer sausages and fennel mixture to a platter. Crumble rosemary leaves over and scatter reserved orange segments and fennel fronds on top. Season with sea salt and a bit more pepper; drizzle with oil.