Special equipment: a meat grinder and a sausage-stuffing attachment on a stand mixer
For the sweet pork sausage: Cut the pork shoulder and pork belly into small chunks or cubes and place in a large metal bowl. Add the wine, salt, pepper and fennel seed and toss to combine. Place in the freezer for 45 minutes.
Meanwhile, soak the hog casings in water so they are ready to be filled. Follow the manufacturer's instructions for further information.
Using a meat grinder on the coarsest setting, grind the meat in batches until it is all processed through the machine. Toss the ground meat to make sure the ingredients are evenly distributed.
Guide the casing onto a sausage-stuffing attachment on a stand mixer and begin to stuff the ground meat into the casings. Twist the casing every 4 inches to create links. Use a needle to poke out any large air bubbles in the sausages. Use a small piece of butcher's twine to tie knots between the links. Transfer the links to a baking sheet, cover with plastic wrap and cure 8 hours or overnight in the refrigerator.
For the open-face sausage panino with orange and roasted fennel: Prepare a grill for high heat.
In a roasting pan, combine the fennel and olive oil and season with salt and pepper. Place the roasting pan on the grill and cook, tossing frequently, until the fennel softens and begins to caramelize, 15 to 20 minutes.
Meanwhile, grill the sausage links, rotating to cook on all side, 6 to 8 minutes. Partially cut the links in half and open like a book. Return to the grill and cook for another 1 to 2 minutes per side.
To assemble the sandwiches, place a layer of roasted fennel on each slice of toasted bread. Top with some orange slices and a sausage link.