Mix the fennel seeds and oil.
Using a vegetable peeler “peel” the courgette into thin, long slices.
Remove the woody ends of the asparagus.
Put the courgette slices and asparagus into a mixing bowl, pour over the mixed oil, and coat them well.
Turn on the grill or griddle pan and grill the marinated courgette and asparagus until lightly charred. Meanwhile, mix the dressing in a small bowl.
Arrange the grilled vegetables on a serving platter, pour over the dressing, stir through the rocket leaves and the cashew nuts. Crumble the feta cheese on top.
Serve lukewarm.