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For the mousse, lightly beat the egg white in a jug, and then add the remaining ingredients apart from the shrimps. Beat together thoroughly.
Grease some small dariole moulds (the recipe makes up to 10) and sit on a perforated steam container. Divide the shrimps between the moulds, then pour the mixture into the moulds and steam at 850C for 20 minutes, then remove and rest for 2-3 minutes before turning out.
For the salad, combine the oil, lemon juice, sugar, mustard and seasoning and whisk together. Finely shave the fennel on a mandolin, and place in a bowl with the segmented orange, the orange juice, then toss in the dressing.
Serve a mousse on a plate with a little salad on top, garnished with chive.