Steam fennel, covered, 10 minutes or until tender. Place a nonstick skillet coated with cooking spray over medium-high heat until hot. Add fennel, and saute 1 minute or until lightly browned.
Slice each focaccia in half horizontally. Sprinkle cheese over cut sides of 2 pieces of focaccia. Sprinkle evenly with sage. Arrange fennel and prosciutto over sage; sprinkle with pepper. Top with remaining focaccia halves.
Brush each sandwich with 1/2 teaspoon olive oil. Place a nonstick skillet coated with cooking spray over medium heat until hot. Add sandwiches, and cook 3 minutes on each side or until sandwiches are golden. Cut each sandwich into 3 wedges.