To make the puttanesca sauce, place the fennel, onion, cherry tomatoes and garlic in an oven-to-table baking dish. Scatter over the fresh thyme leaves and parsley stalks. Season with salt and pepper and toss everything in the pan with 2 & 1/2 tbsp oil. Bake in the oven for 20 minutes at 200C. This lets you get a head start on the other ingredients that don't take as long.
Meanwhile combine the crushed tomatoes, wine and sugar in a large saucepan and bring to a simmer. Take the pan off the heat, stir in the vinegar and season just a little.
Pour the tomato sauce over the vegetables in the oven-to-table dish and sprinkle the capers and olives over the top. Nestle the fish into the sauce and drizzle olive oil over the top and dust with freshly cracked black pepper.
Return the dish back into the oven for a further 10 minutes at 200C, or until the fish is cooked.