In a stock pot over medium heat, add the olive oil, onions, fennel, bay leaf and season with a pinch of salt and a grind or two of pepper. Cook, stirring, until both the fennel and the onions are very tender, but not browned, 6 to 8 minutes. Cook's Note: Be careful to not break up the bay leaf during this process.
Add the lemon slices, garlic, and tomato paste stirring to combine. Cook until the tomato paste turns a deep reddish brown, then add the tomato slices and season with another pinch of salt. Allow to sit and bubble a bit, then stir, repeating until the tomatoes are completely broken down and some moisture has evaporated from the pot, about 10 minutes.
Add the wine and scrape up any bits on the bottom of the pan and bring to a simmer. Simmer uncovered until most of the wine has evaporated, about 10 minutes. Add the fish stock, raise to a simmer and nuzzle the fish into the pot, and simmer until fish is cooked through, 6 to 8 minutes. Serve warm with a sprinkle of chopped parsley.