Cut the stalks off the fennel and slice the bulb lengthwise into 1/2-inch slices. Cut the onion crosswise into 1/2-inch thick slices. Lightly brush both sides of fennel, onion, and peppers with olive oil. Grill the fennel, onion, and peppers over medium heat for 10 to12 minutes, turning once. Remove from the grill and cut away the root from the fennel. Split peppers in half and remove seeds. Chop fennel, onion, and peppers into 1/2-inch pieces. Over low heat and applewood, hickory or oak, smoke the sausages for 30 minutes until they are no longer pink in the center. Toast the hoagie rolls. Fill rolls with apple chutney, sausage, peppers, onion and fennel. Top with more apple chutney and shaved aged provolone.
In a medium size saucepan lightly caramelize onions in oil over medium heat. Add garlic and ginger and saute for 5 minutes. Add apples and pickling spice. Gradually add apple cider. Cook until apples are just tender, about 5 minutes. Season with salt and pepper.