In a bowl, add the almond flour, sugar, fennel seeds, cocoa powder, salt, orange zest and whisk to combine. Add the vanilla and softened butter and using a flexible spatula or your hands, squish the butter until it is very well mixed with the dry ingredients. You want the dry ingredients well hydrated so it comes together as a dough.
Place the dough on a piece of baking paper and roll the dough into a 30cm / 12-inch log that is about 4cm (1 ½-inch) in diameter. Make sure that the log is as even as possible all the way along, and that the ends are flat and not tapered off. Wrap the baking paper tightly around the log and gently roll it back and forth so it is as round as possible. Chill in the fridge overnight.
When ready to bake, preheat oven to 180˚C / 350˚F. Prepare two baking trays (sheet pan) and line with baking paper.
Place some sparkling, turbinado or demerara sugar on a small plate.
Remove the log from the fridge and slice into 24 7mm (1/4- 3/8-inch) discs. Roll the edge of each disc in the sparkling, turbinado or demerara sugar and arrange 12 discs on each tray. Bake one tray at a time, and keep the other tray in the fridge until ready to bake.
Place one tray in the middle rack in the oven and bake for 14 minutes (there are no real visual cues because they are brown, but the edges should look set). Remove from oven and allow to cool for 15 – 20 minutes before transferring them to a cooling rack to cool completely. Bake the second tray.
Once both trays are completely cool, combine the chocolate and oil in a small bowl and microwave for 1 minute on HIGH (if you don’t have a microwave, add the chocolate and oil to a heatproof bowl and melt over a pot of simmering water). Stir the chocolate until it is fully melted and shiny.
Dip a spoon into the chocolate and then gently flick the chocolate over the cookies to create a messy splattered pattern. While the chocolate is still wet, sprinkle with a tiny amount of fennel pollen and sea salt, if you like. Allow to set for 2 hours or until chocolate is firm to the touch.
Notes
Storage: Store cookies in an airtight container at room temperature for up to 7 days; freeze for longer storage. You can also freeze the uncooked log of dough. Defrost in the fridge overnight before slicing into discs.