Special equipment: a mortar and pestle
For the stuffing: Preheat the oven to 350 degrees F.
Crush the fennel seeds with a mortar and pestle, then transfer to a medium bowl. Add the sausage, breadcrumbs, parsley and egg, and sprinkle with salt and pepper. Mix with your hands until evenly combined.
For the pigeons: Pat the pigeons dry with paper towels. Split the stuffing evenly between the pigeons and stuff each cavity until filled. Using kitchen twine, tie each pigeon's legs together to close the cavity. Arrange the fennel in one layer in a wide, shallow roasting pan large enough to fit the pigeons without crowding. Sprinkle the stuffed pigeons with more fennel seeds, if desired, and then arrange, side-by-side, on top of the fennel. Drizzle with the olive oil and sprinkle with salt and pepper.
Roast the pigeons until fully cooked and the internal temperature of the stuffing reaches 165 degrees F, about 30 minutes. (The fennel slices should be beautifully caramelized.) Remove from the oven and let 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 pigeons are so small, it is actually much easier!