Roasted Branzino with Lemons

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2 teaspoons olive oil

8 ounces pancetta, diced into 1/4-inch pieces

Vegetable oil cooking spray

2 (1 1/2-pound) whole branzino (or striped bass or red snapper), cleaned, heads removed and filleted

Kosher salt and freshly ground black pepper

2 lemons, zested

1/4 cup roughly chopped fennel fronds

2 tablespoons chopped fresh thyme leaves

2 lemons, thinly sliced

1 medium bulb fennel, thinly sliced

1/2 cup white wine

2 tablespoons chopped fresh flat-leaf parsley