The day before serving, place in a large plastic zippered bag: the shrimp, fennel seeds, orange juice, lemon juice, saffron, three tablespoons of the olive oil, and the fennel fronds (looks like dill). Marinate overnight. The next day, thinly slice the fennel bulb and cut the red peppers in long, narrow strips approximately two inches long. Put fennel and peppers on a baking sheet, sprinkle with olive oil, and broil on low. Remove the fennel when it starts to brown. Remove the peppers when roasted. This should only take a few minutes, depending on your oven. Remove the shrimp from marinade. Strain the marinade and reserve for the dressing. Sauté the shrimp in olive oil just until they turn pink. Let cool, then mix the shrimp with the roasted fennel and peppers. For dressing: Mix all ingredients in a small bowl. Slowly pour the dressing on the shrimp until they are lightly coated (not dripping) with dressing. Toss and serve.
