Heat the oil in a saute pan. Stir in the fennel and cook over low heat for 10 minutes. Peel tomatoes, remove seeds, and chop. Add the tomatoes, garlic and saffron to the fennel. Season with cumin and coriander. Simmer for 20 minutes.
Arrange the fish fillets in a buttered baking dish. Season with salt and pepper. Cover with breadcrumbs. Pour the wine over and cover with the sauce.
Bake for 10 minutes at 400 F (205 C). Transfer the fillets onto serving platter. Simmer sauce to reduce. Coat with the sauce.
Garnish with dill and lemon wedges.