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Put the stock in a large saucepan, bring to the boil, then lower to a simmer. Meanwhile, heat the oil in a large saucepan. Add the onion, garlic and fennel, and cook on a low heat for 10 mins until the vegetables have softened but not coloured. Add the rice and stir for 2 mins until the grains are hot and making crackling sounds. Increase the heat to medium and start adding the stock, a ladleful at a time, stirring constantly and making sure the stock has absorbed into the rice before adding the next ladleful.
When the rice is almost cooked, add the prawns, lemon zest and some seasoning. Continue adding stock and cooking for another 3-4 mins until the prawns are pink and the rice is cooked. Remove from the heat and stir through the rocket and lemon juice. Check the seasoning, leave the risotto to sit in the pan for 2 mins, then serve.