Heat oil in skillet over medium heat. Add onion, fennel and garlic and sauté about 4 minutes, until softened. Add sausage and cook, breaking up sausage with spatula, for 5 minutes. Add paprika, cardamom, cinnamon, coriander and cumin. Cook 5 minutes more. Season with salt and pepper to taste. Stir in walnuts and chives and remove from heat. You will have about 3 1/2 cups sausage mixture. Set aside.
Whisk egg and water together and set aside.
To form phyllo pastry triangles, cut 1 sheet of phyllo in half length-wise. Fold each half in half lengthwise, thus making 2 strips each about 3 inches wide. (Keep any phyllo you are not working on covered with plastic wrap and a damp towel.) Brush each strip lightly with melted butter.
Place about 3 tablespoons sausage mixture to the left end of each strip. working with one strip at a time, fold corner of phyllo over filling on a diagonal, so left edge of strip is flush with bottom edge. Continue folding, as you would fold a flag, thus forming a triangular packet.
Repeat buttering, filling and folding with remaining phyllo sheets. Brush tops of finished pastries with egg mixture and set aside.
Place phyllo triangles on parchment covered sheet pan and bake in a preheated 350°F oven about 15 minutes, until crisp and golden. Serve hot.
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