Dissolve sugar and yeast in warm milk in a bowl; let stand 5 minutes. Stir in olive oil.
Lightly spoon flour into dry measuring cups; level with a knife. Combine 2 1/2 cups flour, cornmeal, and salt in a large bowl. Add yeast mixture; stir until a soft dough forms. Turn dough out onto a lightly floured surface. Knead until smooth and elastic (about 10 minutes); add enough of remaining flour, 1 tablespoon at a time, to prevent dough from sticking to hands (the dough will feel sticky). Place dough in a large bowl coated with cooking spray, turning to coat top. Cover and let rise in a warm place (85°), free from drafts, 1 hour or until doubled in size. (Gently press two fingers into dough. If indentation remains, dough has risen enough.)
Line 2 baking sheets with parchment paper. Punch dough down; turn out onto a lightly floured surface. Divide dough into 24 equal portions. Working with 1 portion at a time (cover remaining portions to prevent drying), shape each portion into a 9-inch rope. Twist two ropes together; pinch ends to seal. Place on prepared baking sheets. Repeat with remaining dough. Cover dough, and let rise 30 minutes or until doubled in size.
Preheat oven to 425°.
Combine water and egg white in a small bowl. Combine fennel seeds and kosher salt in another bowl. Brush the breadsticks with egg white mixture, and sprinkle evenly with fennel seed mixture. Bake at 425° for 15 minutes or until puffed and lightly golden. Cool on a wire rack before serving.