Preheat oven to 350 degrees F. Set garlic halves face-up on a baking sheet. Arrange fennel next to garlic halves. Drizzle with olive oil and sprinkle with salt and pepper.Bake for 25 minutes. Set aside and let cool 20 minutes. For the garlic, pull out the individual cloves if you'd like, or just pat down the garlic heads with a paper towel (to absorb as much oil as possible). Reserve.
Heat a large pan or wok on medium-high heat and add olive oil. Add carrots, white onion and leeks; saute until the leeks are sweated, the onions translucent and the carrots slightly darker in color. Add to an empty stock pot (try to keep as much oil as possible remaining in the pan). Add more oil to the pan if necessary. Saute shallots in the same pan until translucent. Reduce heat to medium and add fennel, garlic, thyme, peppercorns, mushrooms, and salt and cook for 3 - 5 minutes. Add water. Bring the stock to a boil, lower heat to simmer and leave on stovetop for 2 hours. Skim any oil and impurities that rise to the top. Strain the stock into another empty stockpot. Add parsley, set back on the stove and simmer for another hour, until the water has reduced an inch or two. Let sit, then strain twice through a fine mesh strainer. Salt the stock lightly, if you'd like a saltier broth. Makes 3-4 quarts of strong stock, which can be thinned with water if more is needed.
Mound flour on a work surface, making a well in the center. Add eggs, salt and 2 tablespoons water to well. With a fork, gently beat eggs and water until combined. Stir in enough flour to form a paste, never opening the outer wall of the well. Knead remaining flour into mixture with your hands to form dough. Knead dough until smooth and elastic, about 8 to 10 minutes. Place in a bowl and cover with plastic wrap, letting it stand for 1 hour. We use a standalone mixer with a pasta-making attachment to roll out the pasta. Any standard pasta-rolling recipe will do. The pasta must be rolled out to a 1/8-inch thickness.
Cook sausage until it begins to brown. Remove from heat and chop roughly.Saute fennel and onion in a medium saucepan with olive oil until both are softened and slightly caramelized. Add freshly minced garlic to this mixture and set in a mixing bowl to cool. Zest one lemon and add to the mixing bowl. When sausage and fennel have cooled, mix together, slowly working in the ricotta until a blended paste forms. Set in refrigerator to cool.
Preheat oven to 375 degrees F.
Roll out pasta and cut into 6 x 4-inch-wide sections. Place about two fingers' worth of filling into the middle of the pasta and roll into a tube. Align cannelloni on a greased cookie sheet with about 1/2 inch space between them, cover with reserved Roasted Fennel Stock (recipe above) and bake in the oven for 25 minutes. NOTE: Cannelloni does not need to be submerged in the liquid, just partially covered.
Get a large saute pan hot over medium heat. Pour in the olive oil.