In a medium bowl, whisk the olive oil with the wine, mustard, thyme, fennel and shallots. Arrange the tuna steaks on a large rimmed baking sheet and pour the marinade over them. Turn the tuna steaks to coat. Let stand for 30 minutes.
Light a grill or preheat a grill pan. Season the tuna steaks with salt and pepper. Grill over moderately high heat, turning once, for 4 minutes per side, until medium. Thinly slice the steaks, transfer to plates and serve.
A Niçoise salad isn't complete without the traditional accompaniments: mixed olives, anchovies, hard-boiled eggs and steamed potatoes tossed with olive oil and fresh herbs.