Light large chimney starter filled with charcoal (about 100 briquettes), and allow to burn until coals are fully ignited and partially covered with thin layer of ash, about 20 minutes. Build single level fire by arranging coals evenly across bottom of grill. Position cooking grate over coals, cover grill and heat until grate is hot, about 5 minutes; scrape grate clean with grill brush.
Meanwhile, combine onions, thyme, salt and pepper in medium microwave safe bowl. Cover with plastic wrap and microwave on high power until onions begin to soften and tips turn slightly translucent, 4-6 minutes, stirring once halfway through cooking (be careful of steam).
Transfer onions to aluminum roasting pan. Place sausage in single layer over onions and wrap roasting pan tightly with foil.
Place aluminum roasting pan in center of grill, cover grill, and cook 15 minutes. Move pan to one side of grill and carefully remove foil cover. Using tongs, place sausages on grate directly over coals. Grill sausage uncovered, turning every 1 to 2 minutes, until golden brown on all sides, 5 to 7 minutes.
Transfer sausages to platter and loosely tent with foil. Cover and continue cooking onions, stirring occasionally, until liquid evaporates and onions begin to brown, 5 to 10 minutes longer.
Serve sausages as is, or in a toasted bun. Serve onions separately.