Preheat oven to 350°F/180°C/gas 4. In a large frying pan gently cook the onion, fennel and mushrooms in 2tbsp oil until softened. Add the tomatoes and saffron, cook for 5 minutes and add the wine continue cooking for several minutes. Meanwhile slash the fish to the bone in 3 diagonal slices and rub with coarse sea salt and freshly ground pepper. Lay the vegetables in a greased oval baking dish with the fish on top, drizzle the cooking juices over the top and bake for about 20 minutes. Just before serving, spoon a little more olive oil over the fish and take to the table in its dish.