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Heat oven to 475. Cut 4 angled slits on each side of fish, about halfway to bone. Put a lemon slice into each slit. Line a baking sheet with an 18" x 24" sheet of heavy-duty foil. Transfer fish to foil. Rub with 3 tbsp. oil; season with salt and pepper. Stuff cavity with remaining lemon and herbs. Roast for 35-40 minutes (less if using smaller fish, test for doneness repeatedly). Cut into foil; carefully pull back edges. Sprinkle with zest, remaining oil, and fennel fronds. Each fish will feed one ravenous person or two normal eaters.