Preheat the oven to 220°C, fan 200°C, gas mark 7. Place the sausages in a medium-sized roasting tray and cook for 30 minutes.
Place the apples and fennel in another medium-sized roasting tray with the thyme and olive oil. Roast for 25 minutes, until cooked through and golden.
Meanwhile, place the potatoes in a pan of cold water and bring to the boil. Turn down to a simmer and cook for 12-15 minutes, until soft and tender. Drain and mash with the butter and milk. Season to taste with salt and freshly ground black pepper.
Heat the onion gravy following pack instructions. Serve the sausages with the mash, roasted apples, fennel and gravy.