In a saucepan, heat half of the oil. Add the fennel and shallot and cook over moderate heat until golden, 5 minutes. Stir in the rice. Add the wine and simmer, stirring, until absorbed. Add 1 cup of the hot broth and cook, stirring, until absorbed. Continue adding the broth 1 cup at a time and stirring until it is nearly absorbed before adding more. The risotto is done when the rice is tender, 20 to 25 minutes.
Combine the bread and milk. Mix in the lamb filling and form into four 1-inch-thick logs. In a nonstick skillet, heat the remaining oil. Cook the sausages until browned and cooked through, 7 to 8 minutes. Slice the sausages.
Stir the butter and cheese into the risotto; season with salt and pepper. Serve with the sliced sausages.
Pair this risotto with a light red wine that won't overpower the subtle fennel flavor in the dish. A great choice: Lagrein from Italy’s northern Trentino region.
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