Ask your fishmonger to gut the fish, leaving the heads on. Mix the thyme with the fennel seeds, add salt and pepper and sprinkle this mixture inside the fish. Lay the gurnard in an ovenproof dish, dribble with oil and lemon juice, season with salt and pepper. Preheat the oven on medium heat (350 F). Bake the fish, basting regularly when the skin starts drying, cover with a sheet of aluminum foil if necessary. Cook, depending on thickness, for 35 to 45 minutes. Serve in the ovenproof dish with anchovy butter, cold or melted in a double boiler, and boiled potatoes. Anchovy butter: 3 1/2 oz of butter and a tube of anchovy paste creamed together using a fork.
