Toast the cumin, fennel and coriander until fragrant. Grind the spices until fine and add to the cinnamon, sugar and salt.
Grind the chopped lemongrass, tumeric, shallots and roasted peanuts.
Mix the wet paste with the dried spices and 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 and grill the satay over a barbeque (preferably charcoal to get the smoky flavor too). Brush the chicken frequently with cooking oil and cook until done. Serve with peanut sauce.