Blanch whole fennel bulbs in boiling water for 10 to 12 minutes, or until fork tender. Remove and refresh in ice bath. Drain well and cut each into halves.
In a 14 inch to 16 inch nonstick saute pan, heat olive oil until smoking. Add fennel pieces, cut side down, and saute slowly until golden brown. Add garlic to pan and turn bulbs over. Mash anchovies into paste and add to pan. Add sambucca and swirl through pan and cook until alcohol evaporates, about 1 minute. Remove fennel bulbs. Add fronds to remaining liquid, pour over fennel and serve.