Cook bacon until crisp and chop. Drain/remove bacon fat. Put vegetable oil in large pot and add bacon, onion, fennel, and garlic. Saute for about 2 minutes over medium-high heat. Add flour and stir while cooking for 1 minute. Slowly add stock, stirring constantly to avoid lumps. Add potatoes and cook until just tender. Add corn and cream and bring to a boil. Season with cayenne sauce, salt, and pepper. Put about half the chowder in the blender and puree. Serve hot.