Heat olive oil in a large deep skillet over medium-high heat.

Add chopped sweet onions and sauté, stirring frequently, until very soft, about 10-15 minutes.

Add dry red wine, balsamic vinegar, and sugar to the skillet.

Reduce heat to low and simmer, stirring occasionally, until almost all of the liquid has evaporated, about 10 minutes.

Ensure the onions are slightly caramelized.

Stir in finely minced fresh thyme, salt, and ground white pepper.

Remove from heat and cool the marmalade.

Chill the marmalade until ready to serve.

Prepare a medium-hot fire in a grill.

Grill bratwurst directly over the fire, turning, until evenly browned, about 5-7 minutes.

Remove bratwurst from grill and serve with onion marmalade.