Preheat oven to 425°F. Place a large baking sheet in oven while preheating.
Toss together squash, Brussels sprouts, onion, garlic, oil, thyme, and salt. Carefully spoon mixture onto hot baking sheet; spread in a single layer.
Pierce sausages with a fork in several places and arrange over vegetables. Bake 20 minutes.
Add apples and nuts; bake 10 minutes longer or until vegetables are crisp-tender.
