I looked up “how to infuse vodka” and found this handy step-by-step guide on wikiHow:

1. Choose a flavor. Decide how you want your vodka to taste, and get plenty of the desired fruits, berries, peppers or herbs.
   • If infusing fruit, use 1-3 good sized pieces.
   • If infusing herbs, use 1-2 fists filled of the herb (depending upon the potency of the herb).
   • If infusing berries, use 2-4 fists filled with the berries. You may also want to bruise (squish a little) them first.
   • If infusing peppers, use as many as you want. The more you use and the longer you infuse, the spicier the vodka will be.
2. Preparation. Wash and slice the fruits (this will speed up infusion by increasing surface area). However, leave berries whole after removing any stems or leaves. Place all of your ingredients together in an airtight sealed container. The relative proportions of each ingredient (if you’re using more than one) are a matter of personal preference.
3. 

   Infuse! Fill the container with vodka, seal it, and put it some place safe and away from direct sunlight.

So I’m thinking, grab a bulb of fennel.  Cut it in half and stuff it into the container with the vodka.

As it’s barely above forty degrees today, we’re still working on our dark liquors but I can’t wait to try this come May.