Arrange the squash in an even layer at one end of one of the baking sheets; it should take up about half of the sheet. Spritz the squash liberally with cooking spray.
Wipe out the bowl, the add the cauliflower and drizzle with 2 tablespoons of the oil. Toss, then add 1 teaspoon of black pepper and toss again.
Arrange next to the squash on the baking sheet. Bake for 35 to 45 minutes.
Meanwhile, add the carrots to the bowl (no need to wipe it out). Drizzle with 1 tablespoon of the remaining oil, the fennel seeds and 1/2 teaspoon each of salt and pepper.
Toss well, then arrange on one half of the second baking sheet. Add the Brussels sprouts to the bowl (no need to wipe it out), drizzle with the molasses and the remaining oil. Toss well, then arrange next to the carrots.
Arrange the sausages over the Brussels sprouts and carrots. After the squash and cauliflower have roasted for 15 minutes, add the second baking sheet and roast both for another 20 to 30 minutes, or until the vegetables and sausages are browned and tender.
Serve directly from the baking sheets.