In a large dish or platter, mix the oil, vinegar, thyme, salt, and pepper. Add the onions and gently turn the slices over in the oil mixture, being careful to keep them from falling apart. Set aside to marinate at room temperature for 2 to 4 hours.
Grill the onions and brats over Direct Medium heat until the onions are tender and the brats are browned, 10 to 12 minutes, turning occasionally. Serve the brats inside the rolls and arrange the onions on top. Pass the mustard.
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