Heat the oven to 190C/170C fan/Gas 5. Grind the fennel seeds with a pestle and mortar, then use your fingertips to mix the flour, ground fennel, salt, butter and sugar together in a mixing bowl until you have a breadcrumb-like consistency. Add the egg yolk and quickly knead into a dough.
Roll the dough out onto a floured work surface to the thickness of a pound coin, then stamp out biscuits with a 5cm cookie cutter. Space the biscuits 3cm apart on a non-stick baking tray, then bake for 4 minutes - they should only just be starting to colour. Leave to cool on a wire rack.
Half the clementines and squeeze the juice out into a bowl. Soften the gelatine leaves in a bowl of cold water while you bring 100ml of the clementine juice and the sugar to a simmer in a small saucepan. Take the pan off the heat, remove the gelatine from the water and squeeze out any excess liquid from the sheets. Add to the hot juice and stir until dissolved completely.
Stir the hot liquid, remaining fruit juice and champagne together in a jug, then divide between 6 glasses. Chill for a minimum of 6 hours.
Whip the cream until thick, then spoon a dollop onto each of the jellies. Finish with a sprinkle of pomegranate seeds and clementine zest.