Remove the peel from the shallot and chop finely. Sauté in butter until light yellow. Sprinkle with paprika and continue to cook briefly. Now add the pelati and cook the sauce on high heat for about five minutes. Blend finely with a hand blender or in a hand mixer. Season with salt, bell pepper and paprika. Fill the sauce about two cm high into a gratin dish.
Prepare the fennel (ready to cook, e.g. peel, remove woody parts and dirt). Pre-cook the bulbs over steam or in boiling hot salted water for five minutes. Lift out and cool a little. Cut the bulbs in half and scoop out the center part, but the edge should still include two peels. Place the fennel halves in the bell pepper sauce.
Chop about half of the removed fennel into small pieces (the rest can be used for a soup, for example).
Blend cream cheese, egg yolks and cream until smooth. Stir in chopped fennel and half of the grated cheese and season with salt and pepper. Fill the fennel shells like bergs and sprinkle with the remaining cheese.
Meanwhile, bake the stuffed fennel with bell pepper sauce in the oven heated to 200 degrees on the second rack from the bottom for fifteen to twenty minutes.
Our tip: As an alternative to fresh herbs, you can also use frozen ones – they also stand out for their fresh taste!