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I'd sub the fennel fronds instead of the actual fennel, so as not to overwhelm the other flavors
i think you're fine substituting fennel; it is less pungent than its seeds. Sure you can leave out walnut oil; it just gives it a toasty flavor. It's the same with sesame oil; if you don't have it, you can substitute with other oil; it just won't taste the same or as good.