Combine yeast, sugar and warm water. Set aside to bubble up and foam. Place flour, fennel seeds, salt and pepper in a large pot. When yeast has foamed, mix gently with olive oil and pour into flour, mixing and turning until dough is formed. Add a little flour if dough is sticky or a little warm water if too stiff. Cover, put in a draft free place for 30 minutes. Roll out into 3" ropes and make pretzel shapes. Brush with beaten egg. Preheat oven to 375 degrees and bake for 30 minutes.