Place the sausages in a roasting pan or two large cast iron skillets. Drizzle lightly with olive oil and toss. Place the roasting pan in the oven and let it roast, rotating the sausages periodically, for about 10 minutes.
Toss the potatoes in a bowl with a little more olive oil and season with salt and pepper. Add to the sausages and continue roasting for another 25 minutes. Stir periodically.
Combine the brussels sprouts and fennel in bowl, lightly drizzle with a little more olive oil, and season lightly with salt and pepper. Add the vegetables to the roasting pan, stirring it into the sausages and potatoes, and continue roasting, stirring periodically, for another 15 minutes, or until the brussels sprouts begin to crisp on the outside and are just fork tender and brilliant green.