In a dry small skillet toast fennel seeds over moderate heat, shaking skillet, until fragrant and a shade darker. In an electric coffee/spice grinder grind seeds. Mince garlic. Squeeze juice from lemon into a small bowl and stir in fennel, garlic, salt, and oil. Put halibut in a large dish and pour marinade over it, turning fish to coat. Marinate halibut, covered and chilled, at least 10 minutes and no more than 1 hour.
Grill halibut on a lightly oiled rack set 5 to 6 inches over glowing coals until just cooked through, about 5 minutes on each side. (Alternatively, grill halibut in a hot oiled well-seasoned ridged grill pan over moderate heat.)
