Pulse pinto beans in a food processor until they're coarse crumbs or mash with a fork; set aside. Grind fennel seeds using a mortar and pestle into a thin powder, then combine with all other spices. Transfer beans and spices to a medium bowl. Add remaining ingredients in order plus 1 cup of water. Stir a few times, then combine ingredients with your hands. Knead for a minute or two to ensure even distribution and to help push the bubbles out (under-kneading may cause a spongy texture).
Shape mixture into a ball and break into 4 even segments and set aside. Shape each segment into a log -- do not worry about molding sausages perfectly; the steaming process will help shape them.
Prepare 4 sheets of aluminum foil, each about 5 inches square. Wrap dough in foil tightly and twist both ends so it looks like a Tootsie Roll. Place sausages into a steamer, cover, and cook for 40 minutes.
Refrigerate overnight or for at least 4 hours. To use, warm gently in oven or toaster oven for 8 to 10 minutes.