Discard the feathery green tops of the fennel, core and cut the bulb into 1inch pieces. Heat 2 tablespoons of the olive oil in a 9inch skillet. Add the fennel, garlic, orange rind, fennel seeds, liquor, salt and pepper. Cover and simmer, over medium heat for 10 minutes.
After 10 minutes add the tomatoes, recover and simmer for 10 minutes longer. Remove the cover and check the liquid in the pan. If there is a good deal remaining, evaporate it until the mixture look syrupy. Remove the orange rind. Turn the heat off and stir in the butter. Season to taste with salt and pepper; cool to room temperature.
Season the bluefish fillets with salt and pepper, and set them, skin side down in a generously buttered baking/serving dish large enough to hold the fillets in a single layer. Spoon the cooled vegetable mixture over the fish, cover with foil and store in the refrigerator for up to 12 hours.
To bake and serve, remove the fish from the refrigerator 30 minutes before baking. Preheat the oven to 375 degrees and bake 20 to 25 minutes covered with foil until the center no longer looks translucent but opaque. Remove from oven and serve; garnish with yellow bell pepper and chives.