Put the water into a large bowl, sprinkle the dry yeast on top and stir to dissolve the yeast. It may take 10 minutes before the yeast completely dissolves. This is called proofing, because you're proving that the yeast are alive and active. Add 1 cup of the flour to the bowl, cover with plastic wrap and let stand in a warm place for about 1 hour. This stage is called a sponge. By this time it should be very bubbly.
The remaining flour will be used to make the dough. On a nice big work surface, add the remaining flour and make a well in the center. In the well place the "sponge" and olive oil.
Using your fingers, mix the sponge, oil and flour together to create dough, just like if you were making bread or pasta.
Knead the dough until it is nice and smooth but don't overwork it. If need be, add water or flour while kneading to create a soft slightly sticky dough. Takes about 5 minutes.
Divide the dough in four equal pieces and roll each piece into 12-inch rounds using your roller.
Place one of the rounds onto a large baking sheet. Top with about 2 cups of the grapes being sure to leave at least a 1-inch border.
Sprinkle the grapes with 2½ tablespoons sugar, then ¼ teaspoon of fennel seeds. Cover this round with another dough round and fold the edges in to make a seal. Make five ½ inch slits in the top dough round.
Top with another 2 cups of grapes, sprinkle these with another 2½ tablespoons of sugar and another ¼ teaspoon of fennel. Cover loosely with a kitchen towel.
Do the exact same thing to make the second loaf and let both breads sit in a warm place for about an hour until they rise to double the size.
Preheat your oven to 375°F and bake the breads until brown and the grapes caramelize. About 1 hour.
Let the breads cool before cutting and serving.