Start by making the mayonnaise.
Lightly toast the fennel seeds in a dry skillet over medium-low eat until golden.
Let cool, then grind in a spice grinder.
Place egg, 2 teaspoons lemon zest, 2 teaspoons lemon juice, fennel fronds, mustard, salt, pepper, ground fennel, and 3 tablespoons olive oil in the bowl of a food processor fitted with the steel blade.
Purée for 10-15 seconds, or until fennel fronds are finely chopped.
Then, in a VERY slow and steady stream, with processor running, add the light oil. By the time it is gone, the mixture should be a perfect mayonnaise.
Place 3/4 cup of the mayonnaise (reserve the rest for another use, like steamed artichokes), the crème fraîche, and Pastis in a medium bowl.
Mix well and taste for seasoning; add salt and pepper if needed. Refrigerate until ready to use.
Next, in another medium bowl, mix roasted red pepper, olives, capers, Piment d'Esplette, and remaining lemon zest and juice.
Flake in the tuna and remaining 2 tablespoons olive oil.
Set aside to marinate for at least 30 minutes.
To make the sandwiches, generously spread both cut sides of the baguette with the fennel mayonnaise.
Arrange the arugula on the bottom half of the baguette.
Top with sliced fennel, then the tuna mixture.
Top with sliced tomatoes, cucumbers, and white anchovies.
Place the other half of the bread on top, then slice into four sandwiches.
Wrap each individually in parchment and tie with twine.
Keep on ice in a cooler for a couple of hours while you travel to your picnic site.
Unwrap, and grab a taste of summer heaven. Don't forget to bring plenty of napkins - this is a messy sandwich!