How to Make It
Season the tuna with salt and pepper and let stand at room temperature for 10 minutes. In a large saucepan, combine the oils with the sliced fennel, shallots, chiles, orange zest and bay leaf and bring to a boil. Reduce the heat to moderate and simmer until the fennel and shallots are softened, about 10 minutes. Add the tuna to the saucepan and simmer until nearly cooked through and the fennel is tender, about 7 minutes. Transfer the tuna to a plate and let cool slightly.
Strain the oil into a heatproof cup. Discard the bay leaf, chiles and orange zest. Shake out as much oil from the fennel and shallots as possible; transfer to a bowl. Return the oil to the saucepan and heat to moderately high. Add one-third of the cooked fennel and shallots and fry, stirring, until golden and crispy, about 5 minutes. Using a slotted spoon, strain the crisp fennel and shallots and drain on paper towels. Season with salt.
Stir the lemon juice and parsley into the remaining fennel-shallot mixture and season with salt and pepper. Spoon the fennel onto plates. Thinly slice the tuna and transfer to the plates. Top with the crispy fennel. Garnish with blood orange and fennel fronds. Serve.