Preheat the oven to 450°. Put the fish on a parchment paper-lined baking sheet. Make 3 crosswise slashes down to the bone on each side of the fish. Rub with the olive oil and season with salt and pepper. Stuff each slash with 1 lemon slice and some herbs. Stuff the cavity with the shallot, fennel, garlic and remaining lemon slices and herbs. Roast for about 20 minutes, until the flesh is opaque.
Step 2
In a medium bowl, mix all of the ingredients. Serve the fish with the salsa verde.