Heat grill to medium-high. In a large bowl, toss the onions and fennel with 1 tablespoon of the oil, ½ teaspoon salt, and ¼ teaspoon pepper.
Grill the vegetables and sausages, turning occasionally, until the vegetables are tender and the sausages are cooked through, 10 to 12 minutes.
In a large bowl, toss the grilled vegetables with the spinach, vinegar, remaining tablespoon olive oil, and ¼ teaspoon each salt and pepper.
Divide the salad among bowls and top with the sausage and blue cheese.