Trim the fennel bulbs and cut in half vertically through the fronds to the root. Using a small knife, scoop out a hollow in the middle.
Boil a pan of water with 2tsp salt. Drop in the fennel and bring back to the boil, then drain and submerge the fennel in iced water to refresh.
Make the filling - finely chop the onion and garlic. Wipe clean and chop the mushrooms. Heat 2tbsp oil in a frying pan and fry the onion and garlic until soft. Reserve half for the crust. Add the mushrooms and thyme and cook together until soft. Add the sherry and cook until the mushroom mixture is dry. Remove the thyme and season the filling.
Preheat the oven to 180 °C/375F/gas 5. Set the fennel in a single layer in a baking dish, cut side uppermost. Fill the hollows with mushroom duxelle, piling it up into a dome in the centre. Put the fresh breadcrumbs into a mixing bowl. Add the onion, garlic, chopped herbs, olive oil and seasoning. Bind together, mixing well to form a mass which will stick together in your hand.
Top the fennel and duxelle with the breadcrumb crust, patting it on firmly. Drizzle with olive oil.
Bake in the oven for about 20-25 minutes until the fennel is cooked and the crust is crisp and golden.
Serve with a chunky tomato or citrus sauce.
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