Step 1
Preheat the oven to 190C fan-forced (210C conventional).
Step 2
To make the sauce, heat the oil in a large, heavy-based saucepan over medium heat and gently cook the onion, garlic and fennel until soft, about 8-10 minutes. Add the prawn heads and cook until pink, about 3-4 minutes.
Step 3
Increase the heat, deglaze the pan with the wine and simmer for 3-4 minutes until the liquid has almost all evaporated. Add the potatoes and stock (or water) and simmer gently until the potatoes are tender and the liquid has reduced by two-thirds, about 15-20 minutes.
Step 4
Add the cream, bring the mixture to a boil, and turn off the heat. Remove the prawn heads and discard. Tip the mixture into a blender and puree until smooth. Strain the sauce and season to taste. Set aside.
Step 5
Cut shapes out of the puff pastry to top the pies with (6 x 500ml ramekins work well for this or you could use one large pie dish). Be sure to cut the pastry about 1cm wider than the dish all the way around.
Step 6
Blanch the diced fennel for 4 minutes in boiling water, drain and cool.
Step 7
Divide the blanched fennel, seafood, herbs, lemon zest and capers between the pie dishes. Spoon about 200ml of the sauce into each dish and stir to coat.
Step 8
Dampen the edges of the pie dishes with a little water and place the pastry lids on top. Press the pastry lightly onto the dishes and brush the top with a little beaten egg.
Step 9
Pierce a couple of holes through the top of each pie to let the steam escape during cooking, place the pie dishes on a baking tray and bake for 15-20 minutes, or until the pastry is golden, the filling is hot and the fish just cooked through.
