Preheat a barbecue or an indoor grill.
Slash each fish three or four times down each side and rub them with olive oil. Season well, inside and out, with salt and pepper, then push some of the fennel herb into the gut cavity.
For the mayonnaise, put the egg yolk, vinegar and a pinch of salt into a bowl or food processor and whisk together. Start adding the oil very slowly, literally a drop at a time at first. If you go too quickly, your mayonnaise will split. Then keep adding the oil in a very slow, fine stream until the mixture is really thick. Stir in the Pernod, the chopped fennel and chives. Check the seasoning, adding more salt if required, then set aside.
Barbecue the fish for five to seven minutes. Sprinkle each with a teaspoon of Pernod, then carefully turn them over and cook for a further five to seven minutes until they are cooked right through to the backbone. If you’re using an indoor grill you probably won’t need to turn them over, but they may take a few more minutes. Use the browned side as the presentation side.
Carefully remove the fish from the barbecue or grill and serve with the mayonnaise, boiled new potatoes and a green salad.