In a small skillet, toast fennel seeds over high heat, shaking the pan to keep seeds from burning, until fragrant, about 1 minute. Transfer seeds to a bowl. Add ground fennel, salt, black pepper, sugar, and nutmeg or anise. If making hot sausages, add red-pepper flakes and cayenne pepper as well. Stir to combine. Set seasoning blend aside.
If you are grinding your own sausage, fit meat grinder with a 1/2-inch die (or the larger of the two dies, if using a grinder with only two sizes). Pass meat through grinder into a large bowl. Meanwhile, mix seasoning blend with 1 1/2 ounces water. Sprinkle seasoning blend over meat and toss gently with hands to distribute evenly. Pass meat through grinder a second time, using the same die. (If using preground meat, gently toss with seasoning.) Cover bowl and refrigerate until ready to stuff sausages.
Transfer meat to a sausage stuffer or stand mixer fitted with a sausage stuffing attachment and plastic stuffing tube. Put a baking sheet or bowl below stuffing tube to catch sausages as they are stuffed.
Carefully slide the casing onto stuffing tube. Leave about 3 inches of casing hanging off end of tube. Begin cranking sausage meat into casing, guiding stuffed sausage with one hand to keep meat moving consistently through casing so sausages are neither overstuffed nor understuffed. As casing is stuffed, curl sausage into a coil.
When all sausage has been stuffed, slide remaining casing off tube and tie a knot at both ends as close to the meat as possible. Twist sausages several times to create links every 4 inches, alternating the direction you twist. Store in a resealable bag and cook within 1 week of making, or freeze up to 3 months.