Heat the oven to 250 degrees F/120 degrees C.
Lay the fish fillets in a baking dish just large enough to hold them. Pour over enough oil to cover. Add the orange zest, fennel seed, thyme sprigs, garlic and some pepper. Bake until just tender, about 10 minutes. Remove the fish from the oil. Garnish with the fleur de sel. Serve with a little of the cooking oil dribbled over.