Use halved lemons to rub both sides of each fish cutlet. Place cutlets in a baking tray. Drizzle with extra virgin olive oil and season with salt and freshly ground black pepper. Place the lemon slices on the fish.
Heat remaining oil in a pan and toss fennel around to sear slightly. Tuck fennel wedges under and around the fish and scatter over olives. Pour over white wine.
Bake until fennel is tender and fish flakes easily with a fork, about 15 minutes. Do not overcook fish. Serve fish on fennel with olives around, and with cooking liquor spooned over.