Oven-fired elf with fennel, warm pipperade and aniseed butter sauce

Elf is a migrating fish, also called shad, and is available only at certain times of the year when a run arrives near the coast. It must be very fresh, in fact you have to eat it within 24 hours after it has been caught. It has a soft, delicate texture and a wonderful flavour. If you can’t find elf, substitute with whole baby cob, but this must be a very small cob weighing no more than 600g in total.