Preheat air fryer to 350°. Line air fryer basket with parchment paper and spray with a vegetable-based cooking spray.
Combine oil, fennel, caraway seeds, salt, and pepper in a small bowl and mix well.
Arrange cabbage and onion in a single layer in the air fryer basket. Please note: If you are using a smaller air fryer basket, you may need to work this part in batches.
Add sliced bell peppers on top of the cabbage wedges and sliced onions.
Brush vegetables with spice and oil mixture.
Place sausage on top of cabbage, onions and bell peppers.
Brush sausage with spicy mustard.
Cook for 10 - 12 minutes or until cabbage is tender.
Remove from air fryer and remove toothpicks (if used).
Serve immediately.
Serve with more spicy mustard if desired.