Make the stuffing: Heat 2 tbsp oil in a large roasting pan over medium heat. Add fennel and garlic and a pinch of salt and cook for 5 minutes to soften. Add the sausage and cook until just cooked through. Stir in chopped sage and check seasoning. Remove to a bowl and allow to completely cool.
Mix the egg into the stuffing mixture.
Season quail with salt and a light dusting of fennel pollen.
Place a conservative amount of the stuffing into each quail and tie the legs with twine to secure them. Wrap each bird with a piece of pancetta (secure with toothpicks if needed).
Heat the rest of the oil in the same roasting pan over high heat and quickly brown the birds on both sides. Transfer quail to a plate and turn off the heat.
Add wine to the roasting pan, scraping up any browned bits. Add quail back to the pan and place in the oven.
While the quail is cooking, fry the whole sage leaves in a bit of extra-virgin olive oil. Remove to a plate lined with paper towels and lightly sprinkle with salt.
Cook in the oven until everything is cooked through, about 10 minutes. Make sure the pan doesn't dry out. If it does, add a splash of more wine. Remove quail to a serving platter. Cut into slices, if desired.
Add parsley to the pan juices and drizzle over the top of the quail. Top with fried sage leaves and serve.