Pour the stock into a deep saucepan that will hold the beef. Add the onion, carrot and fennel trimmings plus 2 sprigs of rosemary, all the thyme and the bay leaf, bring to the boil and simmer for 15 minutes. Trim the beef fillet of any membrane or sinew if necessary. There is no need to tie it, so leave it a natural shape. Sprinkle sea salt and black pepper evenly and lightly on a large plate, ready for seasoning.
While stock is simmering, slice the fennel from the root end using a mandolin (or sharp knife) into wafer-thin slices. Drop the slices into a big bowl of iced water with the lemon juice. Leave for 10-15 minutes then drain, pat dry and toss with 2 tbsp of the vinaigrette. Season and set aside to marinate.
When ready to cook the beef, roll it in the seasoning on the plate so it is well coated. Submerge the beef in the stock, pushing it down under the veg and herbs so it cooks evenly. Bring it to the boil, then reduce the heat and poach for 18 minutes for rare, 20 minutes for medium rare.
Lift the fillet out onto a large plate and pour over 2 ladles of stock (about 150ml). Place the poached herb sprigs on top of the beef, then cover with cling film and leave the meat to rest and cool. It will keep warm for up to an hour.
Meanwhile, strain the stock and return it to the pan. Reheat to boiling. Top and tail the courgettes and slice these into thin shavings using a mandolin or sharp knife. Dunk the courgettes in the boiling stock for about 30 seconds until they wilt, then immediately remove with a slotted spoon and put in a sieve under cold running water to cool down quickly.
Pour about 4 ladles (300ml) of the stock into a smaller pan, add another sprig of rosemary and boil down to about 100ml. Pour in the cream and boil for another 2 minutes. Remove from the heat. Strip the leaves from the last sprig of rosemary and finely chop. Add half to the rosemary cream as it cools. Then mix in the remaining 4 tbsp vinaigrette.
Put the Little gem leaves in a bowl and toss with the fennel and courgettes, remaining rosemary and seasoning. Toss the salad with half the rosemary cream dressing. This can now be chilled for up to an hour until ready to serve. Keep back a handful of the salad for garnishing, put the rest on a large platter.
Uncover the beef, remove the herb sprigs, then cut the beef lengthways into 6-8 long thin slices using a well-sharpened carving knife. Lift these up all together on a palette knife and place on the salad in a neat mound. Top with the reserved salad and shave over some parmesan. Drizzle the remaining sauce over the beef.