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Start the Traeger grill on smoke with the lid open until fire is established (4-5 minutes). Set the temperature to 275 degrees F and preheat lid closed for 10-15 minutes.
Place a cast iron pan on the grill grate and heat 10-15 minutes.
In a medium sauce pan, combine olive oil and the following 7 ingredients. Carefully place the fillets in the olive oil mixture and cover with a tight fitting lid. Place directly on the grill grate and cook for 45 minutes or until the fish just flakes and is cooked through (145 degrees internally). Remove from heat and remove lid to slow cooking and set aside while preparing the tomatoes and fennel.
Adjust temperature on the grill to High and preheat, lid closed for 10-15 minutes. Place a medium cast iron pan directly on the grill grate and preheat 10 minutes. Add butter to cast iron pan.
When butter has melted, add tomatoes, shallot and garlic and cook just until the tomatoes burst. Once the tomatoes burst, add tomato sauce and cook 10 minutes or until the sauce has reduced by a fourth and has thickened some.
Meanwhile, toss fennel wedges with olive oil, salt and pepper. Place fennel directly on the grill grate and cook for 5 minutes each side until tender.
Remove fish from oil and discard oil. Place fillets on top on tomatoes and fennel, drizzle with a bit of olive oil and sprinkle with sea salt. Finish with herbs if desired. Enjoy!
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