Dry toast the fennel seeds over a low to medium heat and set aside to cool. Grind in a mortar and pestle.
Heat butter and olive oil in a fry pan over medium heat. Add apple and onion and sauté for 4-5 minutes until softened. Add brown sugar and vinegar and stir through to dissolve.
Sprinkle over thyme and toasted fennel seeds, stirring again. Remove from heat and allow to cool for 10-15 minutes.
Preheat oven to 180ºC. In a bowl, combine pork mince, apple and onion mixture, breadcrumbs and seasoning. Mix well and divide into four equal portions.
Slice your square of pastry in half. Shape filling into a long log, one for each rectangle of pastry. Roll up and seal. Repeat with remaining mixture. Slice each log into four rolls and place on a lined baking tray.
Brush each sausage roll with egg yolk and sprinkle with remaining fennel seeds. Bake for 25-30 minutes, or until golden on top.