Combine mussels and 1/4 cup wine in a large saucepan over medium-high heat. Cook, covered, shaking pan gently, 3 to 5 minutes or until mussels open. (Discard any that do not.) Remove lid, and let cool.
Melt butter in a medium skillet over medium heat. Add fennel and shallots; cook, stirring occasionally, 2 to 3 minutes or until tender. Add Pernod, if desired, and remaining 1/4 cup wine; cook 1 to 2 minutes or until liquid has mostly evaporated. Remove from heat, and stir in breadcrumbs and next 3 ingredients.
Preheat broiler with rack 4 inches from heat. Remove one half of each mussel shell, leaving meat in the remaining half. Set halves on a rimmed baking sheet covered with a layer of kosher sea salt, and top each with about 1 teaspoon fennel mixture. Broil 3 minutes or until lightly browned.