How to Make It
Make the filling In a medium bowl, beat the eggs to mix. In a small bowl, whisk the gelatin with 1 tablespoon of water. In a medium saucepan, combine the Key lime juice with the granulated sugar and bring to a boil over moderately high heat, stirring occasionally. Slowly pour the juice mixture into the eggs, whisking constantly. Scrape the egg mixture back into the pan and cook over moderate heat, stirring, until bubbles appear and the mixture thickens, about 3 minutes. Add the gelatin mixture and stir until melted.
Set a fine sieve over a small heatproof bowl. Strain the custard into the bowl; discard the solids. Gradually whisk the butter into the custard until it is fully incorporated. Cover with plastic and refrigerate until cold, at least 2 hours. Spoon the custard into a small pastry bag fitted with a 1/4-inch tip or use a sturdy, resealable plastic bag and snip off a corner.
Make the macaron shells Line 4 or 5 baking sheets with silicon mats or parchment paper. In a medium bowl, sift the almond flour with the confectioners’ sugar. Stir in half of the egg whites, the lime zest and food coloring until a smooth paste forms; the color should be a shade or two darker than the final desired color.
In a small saucepan, combine the granulated sugar with 1/4 cup of water and bring to a boil, stirring occasionally. Cook over moderate heat, without stirring, until the sugar syrup reaches 240° on a candy thermometer, about 5 minutes.
Meanwhile, in a stand mixer fitted with the whisk, beat the remaining egg whites at medium speed until medium peaks form, about 4 minutes. Carefully drizzle in the hot syrup at medium speed. Increase the speed to high and beat the meringue until stiff and glossy, about 5 minutes.
Stir one-third of the meringue into the almond mixture. Using a rubber spatula, fold in the remaining meringue, then cut through it, pressing it against the side of the bowl to slightly deflate to a thick, lavalike consistency.
Transfer the meringue to a pastry bag fitted with a plain 1/2-inch tip; pipe onto the prepared baking sheets in 1-inch mounds, 1 inch apart. Tap the sheets on the counter and top each macaron shell with a few fennel seeds. Let dry until a skin forms, 1 to 3 hours.
Preheat the oven to 350°. Bake the meringues for 9 to 12 minutes, until crisp on the outside and slightly chewy on the inside. Transfer the baking sheets to wire racks and let cool completely. Using a thin metal spatula, peel the meringues off the baking sheets. Pipe the custard onto the flat sides of half the meringues. Top with the remaining meringues.