Whisk together the egg yolks and caster sugar in a large bowl until light and pale.
Heat the milk, cream and vanilla pod in a saucepan for three minutes. Do not boil.
Pour the milk and cream gradually into the egg mixture, stirring well. Place this back into the pan and return to the heat for three minutes, with continuous stiring until it thickens to coat the back of a spoon.
Meanwhile, for the candied fennel, heat a pan, add the sugar, lemon juice and the fennel slices and cook for five minutes on a low heat.
To serve, place the candied fennel on top of the custard in a bowl.