In a large, heavy dutch oven, heat the olive oil over medium high heat. Add the chopped onion, carrot and fennel. Place the sprigs of thyme on top of the chopped veggies and place lid on pot. Reduce heat to low and cook the vegetables for 20 minutes, or until tender, lifting the lid of the pot occasionally and letting the water drop into the pot while you stir.
When the veggies are tender, remove the lid and add the garlic, bay leaf and sun-dried tomatoes. Saute for 1 minute.
Bury the sausages in the veggies. Add the lentils and stir well. Add the wine and cook until the wine has almost totally evaporated - about 5 minutes on medium/high heat.
Pour in the water, add the salt and pepper and bring to a boil. Cover the pot again and reduce heat to low. Simmer for 1 hour or until sausages are cooked through and lentils are tender.
Stir in the balsamic vinegar and serve, letting each person add additional vinegar to their plate, as well as mustard.
This freezes really well (and makes a lot of lentils!) so I like to freeze the leftovers in individual containers for rainy days.