Cream the butter until smooth. Stir in the fennel leaves and shallots. Add in the lemon juice in parts, stirring until the liquid is incorporated before adding more. Mix in the salt and the white pepper.

Tear off a piece of parchment or wax paper. You need enough to roll the butter. Spoon the butter into a log shape and form it to get it even. Roll up the paper, then chill until hard.