Heat the butter in a saucepan and gently fry the onion until softened but not coloured.
Add the potato, fennel and chicken stock and bring to the boil. Reduce the heat and simmer for 10-12 minutes, or until the potato and fennel are tender. Remove from the heat and allow to cool slightly.
Pour the soup into a blender along with the parsley, egg yolk, cream and cheese and blend until smooth. If necessary, return the soup to the saucepan and gently warm through.
To serve, pour the soup into bowls.
