Preheat the oven to 300° F. Butter a 10-inch tart pan with a removeable bottom.
Pulse the walnuts into a coarse meal in a food processor or spice grinder. Transfer to nuts to a large bowl and add the flour, salt, and fennel seeds. Whisk to combine. In a separate, large bowl, beat the butter and sugar with an electric mixer on medium speed until white and fluffy, about 3 minutes. Add the vanilla and beat until just combined. Slowly sprinkle the dry ingredients into the butter mixture and gently fold together until smooth.
Scrape the dough into the prepared tart pan, and smooth out the top with an offset spatula or the back of a spoon. Cover with plastic wrap and chill for 30 minutes. Score the dough with a knife or pizza cutter, making 8 equal wedges, and prick all over with the tines of a fork or a wooden skewer, in order to allow steam to escape during baking. Bake for 30 minutes. Then rotate the pan and bake until golden and firm in the center, another 30-45 minutes.
Remove pan from the oven and carefully cut the hot shortbread along the scored lines. Transfer wedges to a wire rack to cool completely.
Storage tip: Store at room temperature in an airtight container for up to 5 days.
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