Wild Rice, Shrimp & Fennel Soup. Bold fennel and mild leeks add incredible flavor to this hearty wild rice and shrimp soup recipe. Ingredients: 1 pound fresh or frozen peeled, deveined medium shrimp, 1 fennel bulb, 1 tablespoon olive oil, 1 tablespoon unsalted butter, 1 cup thinly sliced leeks, 1 medium carrot, halved lengthwise and sliced, ¾ cup uncooked wild rice, rinsed and drained, ¼ teaspoon salt, ¼ teaspoon ground pepper, 2 (14.5 ounce) cans reduced-sodium chicken broth, 1 cup water, ¾ cup low-fat (1%) milk, 2 tablespoons all-purpose flour, 2 teaspoons chopped fresh thyme, 2 tablespoons dry sherry, Fresh thyme sprigs (optional). Method. Thaw shrimp, if frozen. Halve the shrimp lengthwise. Rinse the shrimp; pat dry with paper towels. Set aside. Core and coarsely chop fennel bulb.