Not being a huge fennel fan, I was surprised I loved this when I cooked it by accident. I think cod would be perfect:

preheat oven to pretty damn hot
take a couple of fresh fennel bulbs, cut some pretty fronds off and set aside
slice up the bulbs and remaining fronds and spread them in a baking dish
lay the fish on the fennel, sprinkle with a little salt and pepper
slice up an orange, juice another
pour the juice over the fish, then layer the slices pretty on top
maybe add a drizzle of extra virgin olive oil if you want, but not necessary
roast until it's flaky... won't take long

Dani