Heat the oven to 375°F.
Melt the butter in a large frying pan over medium heat. Add the brown sugar and cook until it is melted. Add the pears and apples, cut side down, in a single layer, and cook until they are golden brown, 5 to 7 minutes. Remove from the heat and place the pears and apples in a large baking dish in a single layer. Season with salt.
In the meantime, add the orange juice, late-harvest wine, orange zest, ginger, cloves, cinnamon stick, and anise seed to the frying pan over high heat. Bring to a boil and immediately remove from the heat. Discard the ginger, cinnamon stick, and cloves.
Add the sausages to the baking dish with the pears and apples. Pour the orange juice and wine mixture over the pears, apples, and sausages and season with salt. Cover loosely with foil and bake until the sausages are cooked and the pears and apples are tender but still hold their shape, 25 to 35 minutes.
To serve, cut each sausage in half on the diagonal. Place 3 pieces of sausage and half of a pear and apple on each plate. Drizzle with the pan juices and serve immediately.