Remove fennel leaves and chop finely. Cut fennel into half and remove the stalk. Cut fennel finely and boil in salt water until tender. Strain, drain and mash. Preheat the oven to 180 ° C. Cover ramekins with butter. Bring soup and cream to the boil, add wheatlet and simmer until creamy, stirring constantly. Add the mass to fennel puree and stir in vermouth, egg and half of the fennel leaves. Add salt and pepper. Fill the mixture into the ramekins. Place ramekins in a metal mold and pour boiling water so much that they are in the water half high. Cook in oven,lowest rack, about 50 minutes.
Put 2 shrimps on each wooden skewer, season with salt and pepper and fry in oil on both sides. Keep skewers warm. Deglaze frying residue with soup and lemon juice and bring to a boil.Add the rest of fennel leaves. Mix well starch with a little water, stir in and bring to the boil. Stir in the cold butter to thicken the sauce - do not boil.
Unmold fennel gratins on plates and serve with sauce and Shrimps skewers.