Have the butcher butterfly the meat for you or take a very sharp knife and split the shoulder open and across the meat, opening the shoulder like a book, 1 to 1 1/2 inches thick. Heavily sprinkle the meat with lots of pepper and sea salt, garlic, rosemary and fennel seeds. Roll the meat up and tie with twine. Slather with EVOO and sprinkle with salt and pepper. Dress the onions with EVOO, salt and pepper and scatter across a baking pan. Set the meat on top and roast 1 hour.
Douse the pan with the wine and return to the oven. Roast another 1 to 1 1/2 hours to 145 to 150 degrees F internal temperature. Let stand 15 minutes, and then slice and serve. Or, cool to room temp, cover and store. To serve after storing, slice 1-inch thick pieces and reheat in shallow pan of warm chicken stock to heat through.
While the meat cooks, combine the sugar, lemon juice, vinegar, salt and pepper and about 1/4 cup EVOO. Toss the cabbage and fennel and fronds in the dressing.
To serve, slice the meat, pile on rolls with warm onions and cold fennel slaw on top.