In a small bowl, mix the milk with the warmed honey. Pour the milk mixture into the flour. Using a wooden spoon, stir until a soft dough forms. Scrape the dough onto a lightly floured work surface and knead 2 or 3 times, until smooth. Pat the dough out to a 1/2-inch thickness. Using a 2-inch-round biscuit cutter, stamp as many rounds as possible out of the dough. Gather the scraps and stamp out more rounds. Transfer the rounds to a baking sheet and brush the tops with the egg-yolk mixture. Sprinkle the scones with the whole fennel seeds and the sugar and bake for about 10 minutes, or until they are golden and puffy. Transfer the scones to a wire rack to cool slightly. Serve the scones with butter.