To make the prawn stock, preheat the oven to 200°C/180°C Fan/Gas 6.
Place the prawn shells, onion, carrot and fennel on a baking tray and scatter over the star anise, fennel seeds and tarragon. Roast in the oven for 15 minutes or until the vegetables are just tender.
Transfer the roasted ingredients to a saucepan and add the wine and fish stock. Bring to the boil and then reduce to a simmer for 20 minutes. Pass the stock through a sieve and set it aside.
To make the velouté sauce, melt the butter in a small saucepan until foaming but not browning. Stir in the flour gradually and mix until the flour is fully incorporated. Cookout until a roux is formed. Add the prawn stock a little at a time, mixing until smooth with no lumps before adding more stock. Season with the salt and pepper. Bring the mixture slowly to a boil, stirring continuously, and then simmer for 20–30 minutes or until a smooth sauce is formed. Remove from the heat and leave to cool.
Place the potatoes in lightly salted water and bring to a boil. Cook for 15–20 minutes, or until tender. Drain thoroughly. Add the egg yolks and nutmeg and mash together.
Preheat the oven to 180°C/160°C Fan/Gas 3. Lay the fish and prawns in a deep baking dish and top with the mushrooms, peas and tarragon. Pour over the velouté sauce, top with the mash and bake in the oven for 30–40 minutes.