Put the fennel in a 1-quart jar. Add the chili (if using), dill, mustard and fennel seeds.
In a small saucepan, combine the sugar, salt, vinegar and water. Bring to a boil over high heat and then pour into the jar with the fennel. Screw on the lid and refrigerate and serve once cool. The pickled fennel will keep in the fridge for at least 2 weeks.
For the Salad:
In a serving bowl, combine all of the ingredients and fold gently to combine. Taste and add more salt and pepper, pickling juices or olive oil if you'd like. Serve right away or let the salad sit at room temperature for up to an hour before serving. It will also keep in the fridge for a couple of days.