Cooking fish on a bed of fennel infuses it with the aromas and flavors of the herb.
Preheat a charcoal or gas grill. The fire should be quite hot and the grill rack should be about 4 inches from the heat source.
When the grill is ready, make a bed of the fennel stalks. Sprinkle the fish lightly with salt and pepper, and lay it (skin side down, if there is a skin side) directly onto the fennel. Close the grill if possible, and cook, without turning, until the fish is done; it will be just about opaque all the way through and offer no resistance to a thin-bladed knife in about 10 minutes.
While the fish is cooking, mince or grind the fennel seeds. Cut about 1 inch off each end of the lemon, and juice those pieces; slice the remaining lemon thinly.
When the fish is done, remove it from the grill, leaving as much of the stalks behind as possible (some of the burned fronds will adhere to the fish; they are fine to eat in tiny quantities). Sprinkle the fish with the fennel seeds, then decorate it with the lemon slices. Drizzle with lemon juice and olive oil, and serve.