In a medium bowl, using a handheld electric mixer, beat the butter with the sugar, fennel and salt at medium speed until fluffy, 1 to 2 minutes. Add the egg yolk and vanilla and beat until combined. Add the flour and beat just until the dough comes together. Scrape the cookie dough onto a sheet of plastic wrap and form it into a log about 1 1/2 inches in diameter. Wrap and refrigerate the cookie dough until chilled, about 1 hour.