Scale and fillet the sea bass. Remove the few small bones that run from the head halfway down the length of the fillets with a pair of pliers. Match up the pairs of fillets and spread the fennel evenly across all of the fillets, and season. Skin, deseed and cut the peppers into 5 mm/¼ inch dice. Mix together the different peppers and cover one of each pair of fillets with this mixture, then lay the other fillet on top to re-form the shape of the fish. Take two squares of foil large enough to make two individual bags to hold the fish. Butter an area just large enough for the bass to lie on. Place the prepared fish on this. Fold the foil over and tightly seal the edges three-quarters of the way round. Pour in the fish stock and lemon juice, which should be equally divided between the two bags, and then finish off sealing the bag.
Put the bags on a baking sheet and place in the oven for 10 minutes.