Position racks in the upper and lower thirds of the oven and preheat to 450 degrees F. Rinse the fish inside and out and pat dry with paper towels. Season inside and out with pepper. Finely chop 2 tablespoons parsley and set aside. Divide the remaining parsley between the fish cavities.
Toast the fennel seeds in a dry medium skillet over medium heat until golden, about 4 minutes. Grind the toasted fennel seeds in a spice grinder or with a mortar and pestle; transfer all but 1 tablespoon to an extra-large bowl. Add the salt and lemon zest, then stir in the egg whites until the mixture is the consistency of wet sand.
Pat a thin layer of the salt mixture, slightly larger than the shape of the fish, on each of 2 rimmed baking sheets. Put the fish on top of each salt pile, then cover completely with the remaining salt mixture, following the shape of the fish and patting down the salt mixture. Before the fish is fully encased, mark the thickest part of each fish behind the neck with a paring knife and make a small hole in the salt mixture (this is where you?ll insert a thermometer).
Bake the fish until the crusts are golden and a thermometer inserted into the marked spots registers 140 degrees F, 40 to 50 minutes. Remove from the oven and let stand 15 minutes.
Meanwhile, make the relish: Mix the olives with the olive oil, lemon juice, reserved 2 tablespoons parsley and 1 tablespoon ground fennel, 1 tablespoon water, 1/4 teaspoon salt and a few grinds of pepper. Set aside until ready to serve.
To remove the salt, crack the crusts all the way around the fish with a paring knife; discard the crusts. Slide a spatula under each end of the fish and transfer to a platter or cutting board. To serve, remove the top fillet of each fish with a butter knife or spoon; discard the skin. Pull off the bone; discard the bone and head. Remove the skin from the bottom fillet. Serve with the lemon-olive relish.