How to Make It
In a large saucepan, combine the fennel and coriander seeds, allspice berries, clove, anise seeds and cinnamon stick; toast over moderate heat until fragrant, 1 1/2 minutes. Transfer to a small bowl to cool. Stir in the fennel pollen, bay leaf and crushed red pepper. Wrap the spice mixture in a double layer of cheesecloth and tie with kitchen string.
Add the water to the saucepan along with both vinegars and the sugar, salt and Cointreau. Add the spice bag and bring to a boil, stirring to dissolve the sugar. Cover and simmer over moderate heat for 5 minutes.
Add the carrot slices to the simmering liquid and cook until barely tender, 3 minutes. Using a slotted spoon, transfer the carrots to a medium bowl. Repeat the process with the cauliflower and transfer to another bowl. Discard the spice bag and let the pickling liquid cool to warm. Pour the pickling liquid over the carrots and cauliflower. Cover and refrigerate the pickles overnight. Drain the carrots and cauliflower and serve together in a bowl.
The drained pickles can be refrigerated separately for up to 1 week.