Bring cream and sugar to a boil in a pan, then simmer for 2 minutes.
Mix in lemon juice and pass the liquid through a fine sieve.
Skim bubbles, pour into glasses, and chill in the fridge for two hours until set.
Preheat oven to 170°C and line a tray with baking parchment.
Sift flour and baking powder together in a bowl.
Cream butter and sugar until smooth, then beat in eggs one at a time.
Fold in the remaining flour, toasted almonds, and fennel seeds.
Shape dough into two cylinders, place on the tray, and flatten slightly.
Bake for 25 minutes until pale golden, then cool for 10 minutes.
Slice into 2cm thick pieces and dry in the oven for 5 minutes on a rack.
Dust with icing sugar and cool completely before serving.