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Start by frying the sausages in a heavy-bottomed pot.
The aim here is to quickly caramelize them but not cook them through. Once they've taken on some color, remove from the pot and set to one side.
Turn the heat right down and add a splash of wine to deglaze the pot. Then add the garlic, anchovies, fennel seeds and red pepper flakes and let them gently infuse in the fat that has rendered from the sausages.
Be very careful they don't burn or take on any color.
After a few minutes, when the anchovies have melted, add the onions with a generous pinch of salt and cook for 10 to 15 minutes, until sweet and tender, adding a splash of water if they begin to stick or catch.
Once the onions are soft and sweet, add the fennel, bay leaves and tomatoes. Rinse out the cans with a splash of water and pour that tomatoey water into the pot. Season well with a pinch of salt and a few turns of pepper, then put the lid on and gently simmer for 1 hour, stirring every so often, until the fennel is tender and the sauce has thickened.
When the fennel is tender, add the sausages and olives, give it all a good mix and cook for a further 5 to 10 minutes with the lid off so the flavors can get to know one another. If you are using fatter sausages, they might need a little longer to ensure they are cooked through. Have a final taste to check the seasoning.