Coat a large saute pan lightly with olive oil. Toss in the fennel, onions and crushed red pepper. Season with salt and bring the pan to a medium-high heat. Cook the onions and fennel until they are soft and wilted but don't have any color, 7 to 8 minutes. Turn off the heat and let them cool.
In a bowl, combine the sausage, breadcrumbs, Parmigiano, egg, parsley and cooked onions and fennel. Mix well to combine.
Divide the stuffing among the 4 quail. Press each quail to lightly flatten and evenly disperse the stuffing. Wrap each quail with a bacon slice and secure the bacon with a toothpick. Tie the quail's legs together with butcher's twine (otherwise they will look like road kill).
Preheat the oven to 350 degrees F.
Coat a large saute pan with olive oil and bring the pan to a medium-high heat. Sprinkle the quail with salt and add it to the pan. Brown them really well on each side, 3 to 4 minutes. When the quail are brown on both sides, transfer the quail to a baking sheet and put them in the oven for 5 to 7 minutes. Remove from the oven, remove the toothpicks and reserve the quail.
Meanwhile, ditch the fat from the pan and add the port wine. Cook the wine over medium heat until it has reduced by half. Add 3/4 cup chicken stock, season with salt and reduce by half. Add the remaining chicken stock and reduce it by about three-quarters, or until it seems a little bit thickened. Taste and adjust the seasoning.
Divide the arugula among 4 serving plates. Place a quail on each pile of arugula and spoon some of the sauce on the quail and the arugula. Serve immediately.