The recipe can be prepared 1 day ahead through Step 4. Refrigerate the fennel, sauce and salmon rolls separately. Return the salmon to room temperature before grilling and rewarm the fennel and sauce before serving.
To butterfly the salmon, make a horizontal slice at the thinnest side of the fillet, cutting three-quarters of the way through toward the thicker side. Alternatively, have your fishmonger butterfly the fillets for you.
An Italian white with a smoky, floral note, such as an Arneis, will echo the fennel in this dish.