Heat oil in a large Dutch oven or deep skillet over medium-high heat. Add onions and let soften a couple of minutes then wilt in cabbage. Toss with sugar and vinegar to coat, season with salt and pepper. Add apples, raisins, cumin or caraway seed, cinnamon stick and bay; reduce heat to medium and cover. Cook to tender and when the liquids come out of cabbage, 30 minutes.
Preheat oven to 375ºF. Remove sausages and dry them. Wrap each of them with one slice of bacon, overlapping as you work. Arrange the bacon-wrapped sausages on a slotted broiler pan and bake to crisp, around 30 minutes.
Serve sausages with cabbage, buttered rye or pumpernickel bread, or some buttered egg noodles tossed with herbs like dill, chive and parsley. Pass mustards and pickles at table.