Rinse fish and squeeze lemon juice over it. Season the fish with a little salt and reserve.
Heat a large oven proof pan over medium heat. Add extra-virgin olive oil, fennel and onion and season with salt. Saute fennel and onions 7 to 8 minutes then add white wine and reduce a minute, then add broth. Add tomatoes and season with salt and pepper. Set fish into pan and spoon juices over the cod. Add a few sprigs dill to the broth and set the pan into the hot oven to cook. Cook 12 minutes, until fish is opaque. To serve, arrange cod on plate, top with vegetables and chopped fresh dill.