In a cast-iron skillet over low heat, toast cumin, coriander seeds and fennel seeds until fragrant, 1 to 2 minutes. Transfer warm spices to a spice grinder or use a mortar and pestle to pound them until fine. Combine with the paprika and cayenne pepper; set aside.
In the bowl mix together the ground lamb with the spices, cilantro and salt. Pinch off a little of the mixture, form into a patty and brush with olive oil. Fry in a hot skillet to check the seasonings. Adjust the seasonings, if necessary.
Form sausages into patties to cook immediately or for storing in the refrigerator or freezer.
Note: 1. Chill for up to 5 days, freeze for up to 3 months or use immediately. 2. Brush sausages with olive oil and fry, grill or broil until browned and cooked through.