Step 1

Make pickled fennel: Combine ingredients in a medium bowl; stand 30 minutes. Before serving, drain fennel mixture; discard liquid.

Step 2

Divide oil between two large non-stick frying pans, heat over medium heat. Divide mushrooms between pans; cook, covered, for 5 minutes each side or until golden and tender. For the last 2 minutes of cooking time, top mushrooms with cheddar until melted.

Step 3

Meanwhile, make harissa creme fraiche: Combine ingredients in a small bowl. Season to taste.

Step 4

Spread harissa creme fraiche on roll halves. Sandwich with mushrooms, pickled fennel, rocket and parsley.