Heat grill to medium; brush grates with vegetable oil. Drizzle both sides of salmon with olive oil; season with salt and pepper. Place salmon on grill, skin-side down, and cover. Grill, without moving fish, until just opaque in center and skin is crisp, 7 to 9 minutes. Using 2 spatulas, transfer fish to a platter. Drizzle lemon rounds with olive oil; grill until lightly charred, about 2 minutes a side. Transfer to platter; sprinkle with fennel fronds. Serve, with relish.