For the fennel slaw: In a large bowl, combine the fennel, blood oranges, red onions, olives, chile flakes, oregano, parsley and fennel pollen. Season with salt and pepper, drizzle with olive oil and toss well.
For the branzino: Preheat the oven to 450 degrees F. Line a baking sheet with parchment paper.
Stuff the branzino with the sliced lemons, oregano, parsley, garlic, Fresno chiles and fennel seeds. Sprinkle inside and out with salt and pepper.
Shingle three or four slices of prosciutto on a work surface. Wrap a branzino tightly in the shingled prosciutto and secure with a couple pieces of butcher's twine. Repeat for the remaining branzino.
Drizzle the fish with olive oil, then place on the prepared baking sheet and douse with the vermouth. Roast for about 10 minutes on each side, or until the prosciutto has browned. Cut away the twine and serve.
While the fish is in the oven, heat the 1 tablespoon olive oil in a medium skillet over medium-high heat. Add the four lemon halves and cook until browned. Douse over the fish when served.