How to Make It
Preheat the oven to 475°. Finely grind the fennel seeds. In a large skillet, heat 1/2 cup of the olive oil. Add the ground fennel seeds, fresh fennel, onion, garlic, oregano and basil and cook until the onion is translucent, about 5 minutes. Add the wine and tomatoes and simmer until almost all of the liquid has evaporated but the mixture is still saucy, about 5 minutes. Let cool.
Pat the fish dry. Make two slashes in both sides of each fish at a 45-degree angle. Rub the fish all over with the remaining 2 tablespoons of olive oil and set them on a rack set over a rimmed baking sheet. Season liberally with salt and pepper.
Transfer 2 cups of the sauce to a small bowl and season with lemon juice to taste. Rub the remaining sauce into the slashes and inside the cavities of the fish. Roast the fish for 35 to 40 minutes, until the flesh is white at the bone. Season with salt and serve with the reserved sauce.