Halve the unpeeled shallots and place cut-side-up in a large roasting tray. Trim the fennel, slice into 2cm wedges and add to the tray.
Using a pestle and mortar, bash the fennel seeds and chilli flakes, then sprinkle over the shallots. Drizzle over 4 tablespoons of oil, season and bake in the oven for 20 to 25 minutes, or until the shallots are golden and coming away from their skins.
Wash the clams under cold running water, scrubbing the shells and pulling off any seaweed stuck to them. Make sure they are all tightly closed – tap any open ones, and if they don’t close, discard.
Remove the shallots and fennel from the oven and turn up the oven to full whack. Remove the shallots and fennel to a plate, taking care to leave all the lovely juices in the tray. Remove and discard the skins from the shallots, then set aside until needed.
Add the clams to the tray of juices and pour over the wine. Pick and finely chop the parsley, finely grate the lemon zest, and mix most of it through.
Halve the lemon, rub with oil and pop in the pan, then cover the dish with tin foil and bake for 12 to 15 minutes, or until the clams have opened (discard any that have not).
Sprinkle the remaining lemon zest and parsley over the dish and gently fold everything through the lovely cooking juices. Serve with glasses of chilled Italian wine and crusty bread.