Preheat oven to 425ºF and prepare a rimmed baking sheet.
Toss potato, onion, apple, 1/2 salt, black pepper, and cayenne in 1/2 the oil. Spread evenly on the baking sheet, and bake for 7-8 minutes.
Add the sausage links and sage to the potato mixture. Toss with tongs to combine. Return to the oven and bake for an additional 15-20 minutes, until vegetables are soft and the sausage is almost cooked through.
While the vegetables and sausage are roasting, in a small bowl, gently massage kale with the remaining oil and the remaining salt.
When the sausage is nearly cooked through and the vegetables are fork-tender, add the kale to the pan. This will allow the kale to wilt and become a bit crispy around the edges.
Remove from oven, toss with balsamic and mustard and serve.