First peel the fennel and cut into slices. Heat 2 tablespoons of oil in a pan and sear the very thinly sliced cutlets on both sides over medium heat. Then remove from the pan and cover with aluminum foil.
Empty the sambuca into the pan and reduce over high heat. Add the fennel to the pan and cook, stirring, for about 3 minutes. Then remove from the pan and keep warm.
Reduce the heat slightly and now add the Gorgonzola and whipped cream to the pan. Let the cheese melt while stirring.
Remove the pan from the heat and add the sage and thyme. Finally, season the sauce with salt and pepper. Arrange the cutlets on the plates, place the fennel over the cutlets and pour the sauce over them. Garnish with some fennel greens if desired.