Step 1 Heat half the oil in a frying pan over medium heat. (Alternatively, preheat a barbecue grill or chargrill on medium.) Add sausages and cook, turning occasionally, for 8-10 mins or until browned all over and cooked through. Transfer to a plate.
Step 2 Meanwhile, heat the remaining oil in a large frying pan over medium heat. Add the onion and fennel seeds. Cook, stirring occasionally, for 10 mins or until golden and starting to caramelise. Add the sugar and vinegar and cook for a further 1 min or until caramelised.
Step 3 Use a serrated knife to split each roll lengthways (don’t cut all the way through). Spread each roll with the chutney or relish. Divide the rocket, brie, sausages and onion mixture evenly among rolls. Season.