How to Make It
In a large saucepan, combine the wine and shallots and bring to a boil. Add the mussels, cover and cook over high heat, shaking the pan occasionally, until the mussels open, about 5 minutes. Using a slotted spoon, remove the mussels to a bowl as they are done. Let cool slightly.
Remove the mussels from their shells and transfer to a bowl. Add 1 teaspoon of the olive oil to the mussels and toss to coat. Sort through the mussel shells and keep the nicest shell from each pair; discard the rest.
Grind the fennel seeds in a spice grinder or mortar. Heat the remaining 1 teaspoon of olive oil in a small saucepan. Add the chopped fennel and cook over high heat, stirring, for 1 minute. Stir in the Pernod, tilt the pan and carefully ignite the Pernod with a long match. When the flames die down, remove the pan from the heat. Transfer the mixture to a small bowl and let cool to room temperature. Gradually whisk in the butter, ground fennel seeds, lemon juice and lemon zest and season with salt and pepper.
Preheat the broiler. Place 1 mussel in each shell and set the mussels on a rimmed baking sheet. Top each mussel with 1/2 teaspoon of the fennel butter. Broil about 6 inches from the heat for 1 minute, just until the mussels sizzle. Garnish each with a small fennel sprig and serve immediately.