Combine the canola oil, garlic, red pepper flakes and fennel seed in a small food processor and process until the garlic is somewhat paste-like. Pour this mixture over the shrimp and let them marinate for 30 minutes.
Light a grill to high heat.
Strain the shrimp from the marinade and season them with salt and black pepper, to taste. Grill the shrimp on both sides until they are slightly charred and just cooked through, about 2 minutes per side (see Cook's Note). Transfer the shrimp to a plate.
Melt the butter in a large saute pan set over the grates of the grill. Add the lemon zest, lemon juice, tarragon and thyme leaves and cook for 30 seconds. Add the shrimp and cook, tossing once, about 1 minute. Finish with the parsley and adjust the seasonings, if necessary. Transfer the shrimp to a serving platter and garnish with thyme and parsley.
They can be left slightly undercooked since they will cook longer in the butter sauce.