Melt the butter in a saucepan, add the fennel and onion and cook over a low heat for 10 minutes, stirring often, until the vegetables are softened but not browned.
Stir in the pernod, cream and seasoning and cook for a further ten minutes.
Take the mussel platter from the fridge and spoon the sauce over the mussels.
Sprinkle with the cheese then place under a hot grill for 3-4 minutes or until golden. Serve at once.