Preheat the oven to 350˚F.
Start by making the stuffing. Crush the fennel seeds in a mortar and pestle and then transfer to a medium sized bowl. Add the sausage meat, breadcrumbs, parsley, and egg to the bowl and season with salt and pepper. Using your hands, combine the ingredients until evenly mixed together.
Pat the pigeons dry with paper towels. Split the stuffing evenly between the pigeons, stuffing each cavity until filled. Using kitchen twine, tie each pigeon’s legs together to close the cavity. Remove and discard the stalks from the fennel, and slice the bulbs lengthwise into 1/2-inch thick pieces. Arrange the slices in one layer in a wide, shallow roasting pan, large enough to fit the pigeons side by side without crowding. Sprinkle with more fennel seeds if desired. Arrange the stuffed pigeons side by side over the fennel. Drizzle over the olive oil and sprinkle with salt and pepper.
Roast the pigeons until fully cooked and the internal temperature of the stuffing reaches 165˚F, about 30 minutes. The fennel slices should be beautifully caramelized.
Remove from the oven and allow to rest for 5 minutes. Serve family style.
I am told by the French that if you are eating anything that has wings, you are allowed to use your hands. In this case, the pigeon are so small, it is actually much easier!