Boil the pasta 'al dente,' according to the package instructions. Reserve one cup of the cooking liquid in case it is needed to "loosen" the sauce at the end. Drain the remainder, and set the cooked pasta aside.
Pour about 1/4 cup of boiling water over the saffron, to allow it to steep and release its flavor. Pour about 1/2 cup of boiling water over the currants to allow them to rehydrate. Set both aside.
In a large skillet (one that will accommodate the entirety of the dish - a large, enameled cast-iron Dutch oven or brazier works wonderfully). Heat one tablespoon of oil over medium heat and cook the sausage, breaking up in to bite-sized pieces with a wooden spoon.
When the sausage is nearly cooked through, add the shallot, cooking in the rendered fat from the sausage until softened, but not browned. Add the pine nuts and fennel seeds, and cook for one minute. Pour in cream, and reduce heat to low.
Add in saffron - water, threads, and all. Drain the water from the currants, and add them to the cream mixture. Keep the sauce at the barest simmer for five to ten minutes, to allow all the flavors to meld. Taste, and add lemon zest, salt, and pepper to taste.
Add cooked pasta, tossing to coat with the cream mixture. Cover, and allow the pasta to absorb some of the cream over very low heat for three to five minutes.Turn off the heat, and add in the arugula, allowing the heat from the cream and pasta to wilt it. If at this point the pasta appears dry, add in some of the reserved pasta cooking liquid, a tablespoon or two at a time, until the desired consistency is reached.
Garnish with shaved parmesan - the best you can get - and serve with a hearty Tuscan bread.