The shrimp will bake to perfection with this method, not over or under-cooked, just watch the color for doneness. Also a yummy side dish, just leave off the shrimp! But speaking of shrimp, be sure to get good quality large (20-30) or extra large (15-20) shrimp.
If you don't care for fennel, you can reduce the amount or replace with red onion or an extra sliced potato.