Preheat the oven to 450 degrees. In a large bowl, mix the salt, egg whites, and fennel seeds completely. Place about 1/3 of the mixture in the center of a cookie sheet, approximately 1/3-inch thick. Place the fish on top of the salt. Pour the remaining salt mixture over the fish, creating a complete seal around the entire fish. Place the baking sheet with salt-coated fish into the preheated oven and bake for 30 minutes. Remove the tray from the oven and allow to cool for 2-3 minutes. Crack the salt shell with the dull edge of a chefs knife and carefully remove the salt from the fish. You should be able to separate the flesh from the bone of the fish and serve with some good extra-virgin olive oil.