How to Make It
In a large skillet, heat 1 tablespoon of the olive oil. Add the fennel, cut side down, season with salt and pepper and cook over moderately high heat, turning once, until browned on 2 sides, 6 minutes. Add the remaining 1 tablespoon of olive oil and the shallot, garlic, thyme and saffron and cook, stirring, until the shallot is softened, 1 minute. Add the stock, cover and simmer over low heat, turning once, until the fennel is tender, 12 minutes. Season with salt and pepper; discard the thyme.
In another large skillet, heat the vegetable oil. Season the scallops with salt and pepper and add to the skillet. Cook over high heat until richly browned outside but barely cooked within, about 1 minute per side.
Using a slotted spoon, transfer the fennel to plates. Serve the scallops, salted yogurt and fennel juices alongside.