Toast the cumin, fennel and coriander until fragrant. Grind the spices until fine then add cinnamon, sugar and salt.
Grind the lemongrass, turmeric, shallots and roasted peanuts.
Mix the wet paste with the dried spices then marinade the chicken well with this mixture for at least 2 hours. Add a little cooking oil to the marinating meat to keep it moist.
Put at least 5 chicken cubes on a skewer then grill the satay over a barbecue (preferably charcoal to get the smoky flavour too).
Brush the chicken frequently with cooking oil and cook until done. Serve with peanut sauce.