Preheat the oven to 190°C/fan 170°C/gas mark 5. Toss the onion in a roasting tin with the oil and put in the oven for 10 minutes.
Remove the onions from the oven and add the sausages to the tin. Drizzle over the balsamic vinegar and make sure everything is well coated. Cook for another 25 minutes, shaking the tin gently halfway through, until the sausages are cooked through and slightly sticky.
Slice open the rolls and serve two sausages each topped with the red onions.