Preheat oven to 350° F.
Place shrimp on a baking sheet and drizzle with olive oil; add salt and pepper, to taste. Cook until shrimp is fully cooked, about 8 to 10 minutes. If using smaller shrimp, decrease time accordingly.
Remove from oven and set aside.
While shrimp is cooking, shave fennel using a knife or a mandolin into very thin ribbons. Place into a bowl and toss with olive oil, salt and pepper. Spread out on a baking sheet and roast in preheated oven until tender, about 12 to 15 minutes. Remove and cool.
Once cooled, toss fennel with Amish Gorgonzola cheese. Set aside.
Lay crepe shell on counter and cut into thirds. Place one shrimp at one end of crepe, letting the tail hang over the crepe by an inch. Spoon 2 teaspoons of the Fennel Mixture below the shrimp on the crepe. Carefully roll crepe around shrimp and Fennel Mixture. Tie the bundle using a quickly blanched scallion frond or close with a decorative toothpick. Stand up on the flat end with the cinched end at the top.
Combine all ingredients in a saucepot and heat to 180° F and cheese is melted.
To serve, place 3 purses on each plate. Drizzle evenly with Tomato Alfedo Sauce.