Sour cod fillets, season with salt and pepper. Wash and clean the fennel, cut eighths lengthwise and cook in salted boiling water for 8-10 minutes. Take out and drain.
Grease a baking dish with the oil. Place the fennel last and cod fillets alternately. Heat the cream in a saucepan, allow to cool a little. Stir in mustard, egg and finely chopped dill, season to taste and pour over the casserole. Sprinkle with Edam cheese.
Baked in a preheated oven at 180 degrees for approx. 30 - 40 minutes until golden brown.