Preheat the oven to 375 degrees F (190 degrees C).
Combine turkey sausage, Cheddar cheese, steak seasoning, and fennel seeds in a bowl. Mix by hand. Add 1/2 of the baking mix and incorporate thoroughly by hand. Add remaining baking mix and repeat.
Scoop up 1 tablespoon of mixture, form into a ball, and place on a baking sheet. Repeat with the rest of the mixture.
Bake in the preheated oven until browned, 20 to 25 minutes.
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