Place the salt, fennel seeds, and black peppercorns in a mortar bowl or spice grinder, grind to a fine powder, suing a pestle or spice grinder. Place the chicken, parsley, Parmesan, onion, eggs, garlic, olive oil, and crushed spices in a large bowl. Combine the mixture with your hands until blended and smooth, 2 minutes. Cover, chill 1 hour.
Meanwhile, make the Blue Cheese Sauce; Process the blue cheese, heavy cream, sour cream, shallot, lemon zest, and lemon juice in a food processor or blender until smooth and creamy. Season with the salt and pepper to taste.
Preheat the oven to 400 degrees. Drop the chicken mixture by rounded spoonfuls 11/2 inches apart onto an aluminum foiled-lined-jelly-roll pan lightly coated with cooking spray, using a medium-size cookie scoop (about 11/2 inches).
Bake at 400 degrees for 10 to 12 minutes or until done. Toss the meatballs with the hot sauce. Serve on the split rolls with the Blue Cheese Sauce. Garnish, if desired.