Baked Fennel with Goat Cheese and Sausage

6 links sweet italian sausage, uncooked, castings removed
2 fennel bulbs, trimmed and chopped coarsely
Juice of 1 large lemon
2 Tbsp butter, divided
1 tsp fennel seeds
1/2 cup water
2 Tbsp flour
1 1/2 cups whole milk
freshly grated nutmeg
1/4 cup finely chopped flat leaf italian parsley
4 oz fresh goat cheese, crumbled
1/2 cup freshly grated parmesan

Saute sausage in large saucepan until golden brown.  Remove with slotted spoon and set aside.  Melt 1 Tbsp butter in same pan.  Drizzle lemon juice over fennel then add to saucepan.  Cook over medium heat for 5 minutes uncovered, stirring frequently.  Add fennel seeds and water.  Cover and simmer 10-15 minutes until tender.  Season with salt and pepper and add to sausage.  In same pan, make white sauce.  Melt remaining butter and whisk in flour.  Slowly whisk in milk until smooth.  Cook over low-medium heat until thickened (about 5-7 minutes).  Add nutmeg and season with salt and pepper.  Combine with sausage and fennel.  Please in greased baking dish and top with cheeses.  Bake at 375 until bubbly - about 25 minutes. 
Adapted from Bon Appetit