In a large cast-iron or other heavy skillet, heat olive oil over medium-high heat. Add onion and fennel; cook and stir until onion begins to brown, 6-8 minutes. Add sausage, garlic, sherry and seasonings; cook until sausage starts to caramelize, 4-6 minutes. , Add kale; cook, covered, stirring occasionally, until kale is tender, 15-17 minutes.