Mix together all the filling ingredients in a bowl with a spatula, making sure to get the mixture nice and smooth. Load the filling into a piping bag or zip top bag (you’ll clip a corner to use it as a piping bag). The filling can be made ahead and stored in your refrigerator.
Heat the canola oil in a fryer or heavy Dutch oven to 375°F.
Use the piping bag to fill each squash blossom. (How to Stuff Squash Blossoms)
Make the Tempura Batter: Just before you’re planning to serve the blossoms, combine the egg yolk, rice flour, salt, and sparkling water in a bowl. Depending on your rice flour, you may need to add more water to thin or more flour to thicken in order to get the right consistency (you want a thin batter that clings to food in an opaque layer).
Dip each blossom in the tempura batter and immediately transfer to the hot oil. Don’t fry more than five or six at a time, you don’t want to crowd the oil.
Turn each blossom as necessary to cook them on all sides. This tempura recipe crisps but doesn’t brown much, so use its texture as a cue to doneness rather than its color.
Remove the cooked blossoms from the oil, and drain them on paper towels. Let the oil reheat to 375, and then cook another batch or vegetables you’ve dipped in the batter.
Serve each blossom sprinkled with a pinch of fennel pollen