In a medium bowl, combine the water, sugar, kosher salt and fennel seeds; stir to dissolve the sugar and salt. Squeeze the lemon halves over the water and drop them in the bowl. Add the Asian pears and stir to separate the slices. Cover the pears with a plate to keep them submerged and refrigerate overnight or for up to 2 days.
In a very large bowl, whisk the crème fraîche with the lemon juice, shallot and lemon zest. Gradually whisk in the olive oil and season with salt and cayenne.
Drain the pears in a colander. Add the pears, frisée, watercress and red onion to the dressing, season with salt and cayenne and toss. Sprinkle the blue cheese over the salad and serve.
The pickled pears, dressing and cleaned greens can be refrigerated separately for up to 2 days. Slice the onion just before serving.