1.Preheat the oven to 200°C (390°F).
2.In a bowl, mix fennel sausage with diced onion, salt, and pepper.
3.Roll out the puff pastry and cut it into rectangles.
4.Place a portion of the sausage mixture on one end of the pastry and roll it up.
5.Seal the edges with a fork and place on a baking sheet.
6.Bake for 25-30 minutes or until golden brown.
7.While the sausage rolls are baking, prepare the burnt apple ketchup by cooking diced apples with brown sugar until caramelized.
8.Serve the sausage rolls warm with the burnt apple ketchup on the side.