Using the kneading attachment, stir together the yeast, flours, walnuts, salt and fennel seeds.
Add 1 cup of the water and mix at medium-high speed until the dough starts to come together. Slowly add more water as necessary (turning down the mixer speed as you do so) until you have a smooth, moist dough. It shouldn't be too wet or sticky, so keep your eyes peeled. Depending on the humidity and your flour, you might need a bit less water.
Put the dough in a large oiled bowl, cover and let stand until doubled in size, about 2 hours.
Preheat the oven to 350 degrees and line 3 or 4 large rimmed baking sheets with parchment. Punch the dough to deflate and turn it out onto a sparingly floured surface. Divide the dough into 4 equal pieces.
Working with one piece at a time, cut each into balls about the size of a walnut. Roll and stretch each ball using your palms into ropes about 6 " long. Bring the ends of the rope together to make a ring, tucking one end inside the other and pinching together.
Arrange the rings on the baking sheets, leaving about 2 inches between. Brush the rings with oil and bake until golden and firm, about 30 minutes.
Remove to a rack and cool. The taralli will crisp up more as they cool. Store at room temperature in covered container.
You could mix this up in large bowl and knead by hand, but I used my Kitchen Aid Mixer.