Add fennel seeds, peppercorns, cloves, anise, and cinnamon stick to a small skillet. Cook for 1 minute over medium heat; mixture will begin to let off a sweet aroma.
Move warmed spices to a coffee grinder or spice grinder and pulse until a powder forms.
Cut 4 (12-inch) pieces of parchment paper. Arrange 1 piece of salmon, skin side down, in the middle of each piece of parchment. Season with salt and ground spices. Lay leeks on top of salmon. Seal parchment up like a package and arrange on a baking pan.
Move to oven and cook until package is puffed and golden, about 20 minutes. Move to a serving platter and slice open to serve.