Core a fresh cabbage. (I have found no easy way to do this. I stab around the core of the cabbage at about a 40º degree angle until I can pry the core out of it.) Remove a couple of the outer leaves.
Fill a pot with enough water to submerge the cabbage and bring to a boil over high heat.
Boil the cabbage until the outer leaves are bright green and can be pulled off fairly easily about 5 minutes.
Pull them off with tongs careful not to tear them and lay them on a kitchen towel.
Continue boiling the cabbage and removing its leaves. When all the leaves are collected, which usually takes about 20 minutes, let cool until easily handled.
In a large bowl, combine the lamb, onion, egg, feta, rice, parsley, oregano, lemon juice, cumin, fennel, 2-1/2 teaspoons of salt, and 1 teaspoon of pepper.
With kitchen scissors, remove the hard ribs from the cabbage leaves. Cut the larger leaves in half lengthwise.
Pour olive oil into a Dutch oven.
Place a leaf long ways in front of you and put about 1-1/2 tablespoons of the lamb mixture on the end closest to you.
Fold the long sides in toward the lamb, and then roll away from you to enclose the meat.
Place each roll in the pot seam side down. Try to make a single layer, but if necessary make a second layer. I had about six to go on a second layer.
Heat 1 cup of water to a boil and dissolve the chicken bouillon cube in it.
Combine the tomatoes, bouillon broth, and anise in a medium bowl and pour the mixture over the rolls.
Bring to a boil over medium heat. Reduce to a gentle simmer, cover, and cook for about 75 minutes.