Preheat oven to 450 degrees.
Coat sliced fennel with olive oil, then season with salt and pepper. Roast in a 450 degree oven until they are a light golden brown. This should take approximately 15-20 minutes.
In a medium stock pot, sauté mushrooms until they are light brown. Add garlic, onions, and celery to the mushrooms. Sauté until the onions are soft and translucent. Add potatoes, fennel and stock. Cook until potatoes are tender. Add herbs, salt and pepper to taste.
Remove the soup from the burner and place on a cooling rack. In thirds blend the soup until it is smooth. Be sure that when you are blending hot things that you are do not over load your blender otherwise you will be the victim of a scalding hot shower. Note: If you happen to have and emersion blender, you could use that instead of a blender. To finish the soup, stir in the cream and then taste for seasoning.
To serve, ladled the soup into your bowls. Grind some fresh black pepper over the top and drizzle with olive oil. This soup goes great with some fresh bread and goat cheese.