Heat the oil in a large, heavy-bottomed Dutch oven over medium heat. Brown the sausages on all sides, then remove to a plate lined with paper towels to drain. Set aside (don’t slice them — you’ll only start noshing on them as you continue to cook.)
Pour off all but 3 Tbl of the accumulated juices. Add the anchovy fillets and stir gently until they begin to melt into the oil. Then add the onion and garlic and saute until soft (about 2 minutes), adding a pinch of salt halfway through. Add the celery and fennel and cook for an additional 3 minutes. Add the lentils and stir to combine before adding the tomato paste. Toss to mix so that the lentil/onion mixture is coated. Add the spices, then cook for 3 more minutes.
Add the wine, Pernod (if using), and tomatoes and let simmer while you use the back of a wooden spoon to scrape up all the lovely bits on the bottom of the pot. Simmer until the liquid has almost completely evaporated.
Add the carrots and nestle the thyme and bay leaves into the mixture. Add the stock and bring to a low simmer, stirring to combine. Slice the sausage and add to the stew.
Reduce the heat to low and simmer with the lid of the pot slightly ajar for 45-55 minutes until the lentils are soft. Serve in deep soup bowls garnished with parsley and a dollop of sour cream.
*The kind of sausage I use varies widely depending on where I am when I make this stew. Bard recommends a “good quality smoked sausage,” which in her Provencal location means those gorgeous French garlic sausages. In Latvia, I tend to use a traditional link of Slavic kielbasa (kолбаса), which is milder, so I up the garlic. In America, I’m fortunate to live near Pekarski’s Sausage in South Deerfield, MA. They make fantastic sausages and kielbasa, and I use a combination of their Italian and smoked kielbasa.