Heat the olive oil in a skillet until it shimmers. Sauté the fennel and shrimp until shrimp turn pink. Add the garlic, shallots, white wine, and Herbsaint or Pernod. Bring to a boil for about a minute.
Lower the heat to a simmer and add the thyme, oregano, salt, pepper, Tabasco, and lemon juice. Cook until most of the liquid has been absorbed or evaporated.
