How to Make It
Warm the oil in a medium skillet over medium-high heat. Add the onion and garlic and cook until tender but not colored. Add the piquillo peppers and chicken stock and cook for an additional 2 minutes. Transfer the mixture to a blender, add the lemon juice and puréée until smooth. Set aside.
Bring a medium pot of salted water to a boil. Add the fennel and blanch for 5 minutes. Add the parsley and cook 1 minute longer. Drain and hold under cold running water to cool. Squeeze the parsley to remove the excess moisture. In a blender, purée the fennel and parsley leaves until bright green. Set aside.
Bring the stock to a boil in a large saucepan. Reduce the heat to medium-low and keep the stock at a slow, steady simmer.
Melt the butter in a Dutch oven or large pot over medium heat. Add the onion and fennel and cook, stirring, just until the onion is translucent but not colored, about 5 minutes. Add the rice, season with salt and pepper and cook, stirring for 5 minutes longer. Add 1 cup of the hot stock. Cook, stirring often, until the rice absorbs most of the liquid. Add another cup of the hot stock and cook and stir as before. Continue cooking, stirring frequently and adding the stock 1 cup at a time, until 6 cups of stock have been added. At this point, taste the rice. Usually, the rice will need another 1/2- to 1-cup of stock and a few more minutes to cook. Stir in the fennel-parsley purée, the cheeses, fennel seeds and pastis. Taste and season with salt and pepper. Refrigerate until cold.
With your hands, a spoon or a small ice cream scoop, form the risotto into balls, 3/4- to 1-inch in diameter. Using your thumb, make a deep indentation in the center of each ball. Fill with 1/4 - teaspoon of the Piquillo Pepper Coulis, pinch the edges together to enclose the filling and quickly roll into a ball. Dip and coat each ball in all-purpose flour, then dip in the eggs and, finally, in the bread crumbs, making sure to coat them evenly. Place the balls on a parchment paper-lined baking sheet and freeze for at least 2 hours.
Pour 3 to 4 inches of peanut oil into a deep pot and heat the oil to 325° F. Fry the balls in batches until golden brown, 2 to 3 minutes for each batch. Using a slotted spoon, carefully transfer the balls to a paper towel-lined plate. Pat off any excess oil and season with salt. Serve immediately.