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Trim the fennel and remove and discard the outer layer if bruised or particularly thick; save any frilly fronds. Cut the bulbs first into quarters and then into slim wedges (don’t worry if they fall apart a bit).
Put the wine, bay leaves, cinnamon and peppercorns in a pan, add the fennel and enough water just to cover the fennel, then bring to a boil. Reduce to a simmer and cook for about eight minutes, until the fennel is just tender. Drain and put the fennel in a shallow dish.
For the sauce, and working in either a mortar or food processor, grind or blend the pistachios, anchovy, sugar, olive oil and white-wine vinegar to a thick paste.
Add the lemon juice, tasting as you go, and the lemon zest to your liking. Pour the dressing over the fennel, toss well, then rest for 20 minutes to 24 hours (for anything over two hours, cover and keep in fridge).
Before serving, let the dish return to room temperature, then finish with a few crushed pistachios, a bit more olive oil and the reserved fennel fronds, if you like.