Heat fat in 12-inch deep skillet over medium heat. Add the onions and sugar, and stir well to coat with fat. Saute onions, stirring frequently, for 10 minutes or until starting to turn golden brown. Add hard cider, scraping up any browned bits from the bottom of the pan. Add the bay leaves, lower heat, and simmer for about 10 minutes. Stir mustard into onion. Remove from heat and set aside, discarding the bay leaves.
Grill bratwurst over a medium-hot fire, turning to brown evenly, until nicely browned and internal temperature reaches 160 degrees F on an instant-read thermometer. Remove from grill and add to skillet with onions. Over medium heat, cook and stir until sauce becomes syrupy. Serve bratwurst in rolls, generously smothered with mustardy onions.
