Heat the oil in a skillet until it shimmers. Sauté the shrimp and fennel until the shrimp just begin to turn pink. Add the garlic, shallots, white wine, and Herbsaint or Pernod. Boil for about a minute.
Lower the heat to maintain a simmer. Add the thyme, chervil, salt, pepper, Tabasco, and lemon juice. Cook until the sauce thickens. Garnish with the parsley.