Preheat the grill to a medium setting.

Boil or steam the fennel pieces for 5 minutes. PLace them in the bottom of an ovenproof dish. Season the sea bass and place on top of the fennel. Pour over half the olive oil and all of the lemon juice. Place under the preheated grill and grill for 8 minutes. Transfer to plates and pour over the remainder of the olive oil. Serve with the lemon wedges and a grind of black pepper.