Melt the butter in a saucepan and gently cook the onion and fennel bulb for 5–8 minutes, to soften but not colour. Sprinkle the flour into the pan and cook for a further minute.
Remove from the heat and stir in the milk and stock. Return to the heat, bring to the boil, add the bay leaf, then cover and simmer very gently for 15 minutes.
Remove the bay leaf, add half the prawns, then purée in a blender or food processor until smooth. Season to taste.
Roughly chop the remaining prawns. Reserve some prawn pieces for garnish, then add the rest to the soup with the diced tomatoes and lemon juice. Heat through gently, then serve garnished with the reserved prawns and fennel fronds scattered over the top.
• There's no need to pay a premium price for extra large king or tiger prawns. The small ones are fine for flavouring a soup. • This soup is also nice chilled. Put it in the fridge at the end of step 3, then stir in the prawns, tomatoes and lemon juice just before serving.