Add onion and saute for 5 minutes. Add tomatoes, tomato paste, oregano and fennel seeds. Raise the heat to high and cook for 10 minutes until the sauce thickens. Season to taste with salt and pepper. Keep warm.
Bring chicken broth to a boil over medium heat. Add the cormeal and reduce to medium heat and cook for 20 minutes.
Stir the tomato sauce and Parmesan cheese into the polenta. Season to taste with salt and pepper.
Meanwhile, cook the sausages over medium heat.
To serve, spoon the polenta onto plate, cut the sausages in half lengthwise, and arrange on top of the polenta.