Cut the fennel lengthways into 5 mm (¼ inch) thick slices. Heat half the oil in a flameproof casserole, add the fennel slices, in batches, and cook over a medium heat for 3–4 minutes on each side until golden. Remove with a slotted spoon.
Heat the remaining oil in the casserole, add the onion, garlic, rosemary and salt and pepper and cook over a low heat, stirring frequently, for 5 minutes. Add the Pernod, bring to the boil and boil until reduced by half. Add the tomatoes, saffron and orange rind and stir well. Arrange the fennel slices over the top.
Bring the casserole to the boil, then cover with a tight-fitting lid and bake in a preheated oven, 180°C (350°F), Gas Mark 4, for 35 minutes until the fennel is tender. Stir in the fennel fronds and serve the casserole hot with some Chargrilled Polenta Triangles.