Gently fry the fennel in a little olive oil until soft, sweet and slightly golden.
Remove the blood sausage from its outer skin and crumble onto the fennel and cook until combined and the mixture is crumbly and season with salt and pepper. Remove from heat and allow to cool down a bit.
Make lots of small cuts along the length of the tubes to about 1 cm deep. This will allow the heat to penetrate the squid body, and it also looks impressive.
Stuff the squid tubes with the sausage and fennel mixture, being careful not to overfill them, as the sausage will not heat through thoroughly when cooking. Reserve any leftover sausage mixture.
Once the tubes are stuffed, lightly oil and season the squid tubes.
Place them cut-side down into a hot pan and cook for 3 minutes, until nicely colored. Turn over and cook for another 1–2 minutes.
Serve the squid garnished with a sprinkling of any leftover cooked sausage and the cooked tentacles with rocket dressed with sherry vinegar.