Preheat oven to 425 degrees F. Line a shallow baking pan with foil. Add fennel wedges. Toss with 1 tablespoon olive oil; season with salt. Arrange in a single layer. Roast 12 to 15 minutes or until starting to brown.
Turn fennel and push to sides. Add fish. Drizzle with 1 tablespoon olive oil. Season with salt and black pepper. Bake 10 to 12 minutes or until fish flakes easily with a fork.
Meanwhile, in a small bowl combine chopped fennel fronds, grapefruit, parsley, shallot, vinegar, and 1 tablespoon olive oil; season with salt and black pepper. Serve fish with roasted fennel and the salsa.