Using a mortar and pestle or coffee grinder (depending on hoe fine you want the rub) grind the cacao nibs and fennel seeds, together. Add the brown sugar, cocoa powder, salt cinnamon and cayenne powder. Combine thoroughly. The mortar and pestle will give you a coarser rub and a more pungent flavor. A coffee grinder or food processor will give you a finer rub and a more subtle flavor.