Preheat the grill or broiler.
In a small saucepan, heat 1 cup olive oil to almost boiling, the remove from heat and add the juice and zest of 2 lemons, 1/2 teaspoon salt, the Sambucca and 2 teaspoons fennel seeds. Cover the pan and let rest for 30 minutes.
Meanwhile, place the prawns in a large bowl. In a small bowl, combine 1/4 cup olive oil, juice and zest of 1 lemon, 1/2 teaspoon salt and crushed fennel seeds and mix well. Pour this mixture over the prawns and rub each prawn with the mixture to coat well. Return the scented oil to the stove and heat gently until it is very warm but not hot.
Wrap 2 prawns in each lemon leaf, securing each packet with toothpicks. Grill or broil each packet for 2 minutes. Turn the packets with tongs and grill for 1 minute on the other side. Serve immediately with the warmed oil.
All recipes copyright 2000, Mario Batali. All Rights Reserved.