Season the salmon with ½ teaspoon salt and ¼ teaspoon pepper.
Grease the baking dish with butter.
Melt the butter in a large saute pan or skillet.
When the butter is bubbly, add the shallots, carrot, and fennel; cook until just tender, about 6 minutes.
Stir in the potatoes, and season with ½ teaspoon salt and ¼ teaspoon pepper.
Add the flour, and cook until nutty, about 2 minutes.
Stir in the broth and cream; bring to a boil, then reduce the heat and simmer for 4 to 5 minutes until sauce thickens, stirring frequently.
Remove from the heat, and fold in the salmon, peas, lemon zest and juice, chopped fennel fronds, and cayenne.
Pour the filling into the prepared baking dish.
Place the par-baked pastry round on top, and bake until the filling is bubbly and the salmon is cooked through, about 20 minutes.
Let the pot pie rest for 10 minutes, then serve.