Line 2 half-sheet pans or lark cookie sheets with parchment paper and spray lightly with vegetable oil spray. Mix kosher salt, black pepper, cayenne pepper, nutmeg and fennel in a small bowl. Place clean Playtex-style rubber gloves on your hands
Place a large sauté pan over high heat. When hot, add honey. When honey turns a deep golden, almost vermillion, about 2 to 3 minutes, carefully add walnuts and spice mixture, turn heat to medium and mix with a heat-proof spatula (which has a thin coating of vegetable oil spray) until nuts are well-glazed and dark golden brown, about 1 minute.
Immediately divide nuts between 2 trays, spray gloved hands with canola oil and separate nuts into individual pieces while they are still hot. Let cool completely and serve.
Note: Blanch nuts in boiling salted water 2 minutes. Drain, dry and roast in a 375 degree oven 12 minutes, stirring every 4 minutes.