On a sheet pan lined with parchment paper and drizzled with olive oil, place sausage slices down the middle of the pan, then surround them with apple slices, onion slices, sweet potatoes, and Brussels sprouts or cabbage along the edges so everything cooks at about the same time. Drizzle with a little more olive oil and season with salt and pepper. Roast in a 350°F oven for 30 minutes, stirring halfway through, until the sweet potatoes are fork-tender and everything is browned nicely. If the sausage starts to brown too much, cover with aluminum foil until the sweet potatoes are tender. Spoon into bowls, sprinkle with fresh thyme leaves and a drizzle of balsamic glaze, and serve warm.