Position rack in center of oven; preheat to 400°F.
Place caraway seeds and fennel seeds in small resealable plastic bag. Crush seeds with mallet. Add flour and pepper to bag; shake to blend.
Spread sauerkraut over bottom of 13x9x2-inch glass or ceramic baking dish. Sprinkle 1/3 of flour mixture over. Arrange onion slices over; sprinkle with half of remaining flour mixture, then lightly with salt. Spread half of apple slices over, then sprinkle with remaining flour mixture. Place bratwurst over apples, then arrange remaining apple slices around bratwurst. Tuck in bay leaves.
Mix broth, vermouth, and ketchup in measuring cup. Pour broth mixture evenly over. Cover tightly with foil.
Roast bratwurst 45 minutes. Uncover; brush with melted butter. Roast uncovered until edges of apples and sausages begin to brown, about 25 minutes longer. Serve with bread.