Bloom the saffron. The cookbook recommend mixing it with a splash of hot water, but I bloomed mine by placing it on an ice cube and allowing it to fully melt.
Add the oil to a large pan on medium-high heat. Add the onion and fennel, then cook until the onion is translucent and the fennel is soft.
Add the sherry, if using, along with the cauliflower, stock, coconut milk, salt, pepper, lemon juice, and saffron (along with the melted ice water). Cook until the cauliflower is softened.
Transfer the mixture to a blender in batches and blend until completely pureed. Alternatively, you can use an immersion blender.
Serve with any toppings you like, such as a drizzle of olive oil, fennel fronds, and more.