In a skillet over medium high heat, cook the sausage, crumbling with a spatula as it cooks. Near the end, add the fennel seeds and continue cooking until browned. Drain well. Cool completely.
Preheat oven to 375 degrees.
Mix cooled sausage, cream cheese, and half the Monterey Jack cheese together in a bowl. Stir well to combine.
Roll out the puff pastry dough. Use a rolling pin to smooth the seams down.
Spread the sausage mixture in an even layer on top.
Roll the dough up into a log. Place it in the freezer for 10 minutes to firm up.
With a serrated knife, slice horizontally into 1” slices and place on ungreased baking sheet.
Sprinkle with remaining cheese. Bake for 15-17 minutes until golden on top.