Wash and dry the fish. In a glass or earthenware bowl, beat the oil, lemon juice, parsley, thyme, fennel, and a pinch each of salt and pepper.
Dip each fish in the mixture, turning to coat and allow to marinate an hour or two in the refrigerator. Remove the fish from marinade and drain.
Meanwhile, beat the anchovies and butter together and spread on the fish with a knife. Wrap each fish in grapevine leaves and place, seam side down, in an attractive baking serving dish.
Bake in a moderate oven 350° F for 30 minutes. Serve hot, garnished with lemon and fennelServings: 6