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Add the egg yolk, anchovies, Dijon mustard, whole grain mustard, garlic, honey, vinegar or lemon, cayenne and black pepper to a large mixing bowl. Mix using a wooden spoon, crushing the anchovies with the back of the whisk. Slowly stream in the olive oil, while constantly mixing to emulsify. Taste and add with more acidity or honey as needed.
Cut the fennel bulb in half, then trim the root. Thinly slice the fennel using a mandolin, grater or sharp knife. Add water and ice to a medium bowl, add a big pinch of salt, then add in the fennel. This will get it extra crisp.
Heat the oven to 400°F or 205°C. Add the torn bread to a baking sheet. Drizzle with olive oil and sprinkle with salt. Bake for 2 to 3 minutes until crunchy and golden brown. Keep an eye on the oven, the croutons can burn very easily. Remove from the oven and set aside.
Add the pecans, fennel seeds and a pinch of salt to a small frying pan. Toast until fragrant, for about 2 minutes.
Drain the fennel. Add the fennel, croutons, pecans and fennel seeds to the dressing. Toss to coat. Serve right away with freshly grated Parmesan cheese all over.