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Remove the fronds from the fennel bulb and set aside. Cut away any tough stalks, then thinly slice the bulb using a sharp knife or ideally a mandoline. Tip the fennel slices into a bowl and, using your hands, scrunch through a large pinch of salt, the fennel seeds, if using, and the lemon juice. Cover and leave to stand at room temperature for at least 10 mins, or chill for up to a few hours.
To serve, drizzle the pickled fennel with the olive oil, then toss through the rocket and reserved fennel fronds. Serve directly from the bowl or pile onto plates.