First prepare the filo stacks. Preheat the oven to 180°C/350°F/gas mark 4. Lightly brush a baking sheet with a little of the melted butter. Place one sheet of filo on a work surface, brush with melted butter, then place another sheet on top. Brush with butter and sprinkle with a tablespoon of the icing sugar. Top with another sheet of filo and brush with butter. Place the fourth sheet on top, brush with butter and sprinkle with a tablespoon of icing sugar. Repeat with the remaining 4 sheets so you have 2 separate piles. Cut out six 7.5cm (3in) circles from each filo stack, place on the prepared baking sheet and bake for 5-7 minutes or until golden brown. Remove from the oven and leave to cool.
For the fennel mousse, put the fennel in a pan, add 40 g (1½ oz) of the sugar and just enough water to cover. Bring to the boil, then reduce the heat and simmer for 20-25 minutes or until very tender. Transfer to a blender and blitz to a purée (you will need approximately 120 ml/4½ fl oz purée). Put the egg yolks, the remaining sugar and the custard powder in a bowl and whisk until smooth. Slit the vanilla pod open lengthways and scrape out the seeds. Heat the fennel purée, Marie Brizard and vanilla seeds in a pan and then carefully pour on to the egg mixture, whisking as you do so. Return to the pan and cook for 3-4 minutes, stirring constantly, until thickened. Transfer to a large bowl and leave to cool, then whisk until smooth. Fold in the whipped cream.
For the caramelised bananas, heat the sugar in a heavy-based frying pan over a high heat until it dissolves and forms a caramel. Add the bananas and cook for 1 minute. Pour in the Marie Brizard to form a light anise caramel. Leave to cool.
To assemble, place a filo circle in the centre of each serving plate, place a heaped spoonful of fennel mousse in the centre and top with some caramelised banana. Put another filo circle on top and repeat the layers of fennel mousse and banana. Top with a third filo circle. Dust with a little icing sugar, pour around some of the caramel and serve immediately.