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1
Fire roast the bell pepper over the burner of a gas stove (or under a broiler), turning often, until the skin is blistering and getting black spots on the outside. Put the pepper into a paper bag, close the bag and allow to sit for 5 minutes. Remove from the bag, and once it is cool enough, core the pepper, peel off the skin, and dice it.
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2
Toss the diced pepper and shredded cheese with one Tbs. of the flour.
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3
Preheat your oven to 400F.
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4
In a dry frying pan, toast the fennel seeds over medium-high heat for just a minute or so until they start smelling fragrant. Transfer them immediately out of the frying pan, so as to not overcook them. Grind with a mortar and pestle.
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5
In a mixing bowl, stir together the fennel, flour, salt, baking powder, and sugar. With a pastry cutter (or 2 knives, or using your fingers but working quickly), cut in the butter until you have a coarse meal with pea-size lumps of butter. Make a well in the center of the dry ingredients.
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6
Whisk together the cream and 2 eggs, then pour into the well. Stir until it just begins to blend together, then stir in the peppers and cheese and mix until everything is just barely incorporated.
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7
Turn your dough out onto a floured surface and knead gently for just a half-minute until it is blended, then pat the dough out into a 3/4 inch thick circle. Cut the circle into 8 triangles and place these on a greased baking sheet, and inch apart from each other.
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8
Brush the tops of the scones with the egg wash (if desired, sprinkle them with just a touch of cracked black pepper). Bake for about 25 minutes, until golden brown on top. Cool on a wire cooling rack. Eat them as soon as possible because scones are by far the best when they're fresh!