Remove the skin from the chicken thighs, and chop into small pieces.
Cut the chicken meat into 2-inch cubes.
In a dry skillet over medium high heat, add the black peppercorns and fennel seeds and toast, until fragrant and starting to smoke, 1 to 2 minutes.
Remove from heat and pound coarsely using a pestle and mortar.
In a large mixing bowl, add the chicken meat, skin, and all the spices. Mix until thoroughly combined.
Place the chicken pieces in a single layer on a tray. Freeze uncovered, until partially frozen, about 1 hour 30 minutes to 2 hours.
Working with half of the mixture at a time and keeping the rest in the freezer, run the seasoned meat pieces through your grinder.
Run the ground meat through the machine again to further emulsify the mixture.
Wrap and chill for at least 6 hours before using, preferably overnight for best flavor.
The sausage will keep in the fridge for 3 days or can be frozen, well wrapped, for up to 3 months.