How to Make It
In a large saucepan, combine 6 cups of the water with the white wine vinegar, sugar, peppercorns, garlic, sea salt and fennel seeds and bring to a boil over high heat. Boil vigorously for 2 minutes, then add the fennel wedges and cook until just tender, about 5 minutes. Using a slotted spoon, transfer the fennel to a large bowl. Add the zucchini to the vinegar mixture and cook until crisp-tender, about 1 minute, then add to the fennel in the bowl. Repeat the process with the cauliflower, cooking it for about 3 minutes, and then the red onions, cooking them for about 2 minutes.
Divide the vegetables among 2 or 3 large heatproof jars with tight-fitting lids. Add the olive oil and balsamic vinegar to the cooking liquid and let cool slightly. Divide the cooking liquid among the jars, adding water if necessary to cover the vegetables. Let cool completely, then cover and refrigerate overnight. Serve the pickles chilled or at room temperature.