Cut fennel bulb in half lengthwise; discard core. Chop fennel bulb to measure 1 1/2 cups.
Heat oil in a large nonstick skillet over medium-high heat.
Add chopped fennel bulb and garlic; saut 5 minutes or until tender.
Add flour, and cook 1 minute, stirring constantly with a whisk. Stir in broth, vermouth, tomato sprinkles, and hot sauce, and bring to a boil. Reduce heat, and simmer 5 minutes or until thick, stirring occasionally.
Add shrimp, and cook 1 minute. Keep warm.
Preheat broiler.
Place polenta slices on a baking sheet coated with cooking spray.
Sprinkle polenta with pepper. Broil 6 minutes or until lightly browned.