To make the rouille, use a pestle and mortar to mash chilli and garlic to a smooth paste. Bring the saffron to a simmer with 4 tbsp of water. Stir saffron water, garlic and chilli into the mayonnaise and put in the fridge, until ready to use.
Cut the fennel into quarters, remove the cores and use a Japanese mandolin or sharp knife to slice as thinly as possible. Bring a pan of water to the boil and blanch the fennel for 1 min until just wilted. Drain and tip into iced water. Drain again and use a cloth to wring out all the excess water, then leave in the fridge.
To assemble the dish, season the fennel with the sugar, salt, a decent grinding of pepper and the lemon juice. Cut most of the prawn tails in half, saving a whole one for each serving. Mix the chopped prawns into the fennel, then add the chopped chervil and tarragon and enough rouille to bind everything together (about 6-7 tbsp). Half-fill 6-8 martini glasses loosely with the fennel mix. Place the mixed leaves on top, then a whole prawn tail, then drizzle with the fennel juices that will have collected at the bottom of the bowl. Serve straight away with a wedge of lemon.