Arrange the fennel over the base of a large ovenproof dish. Pour over 200 ml (7 fl oz) of the stock to just cover the slices. Season with salt and pepper and place in a preheated oven, 180°C (350°F), Gas Mark 4, for about 25 minutes or until softened.
Meanwhile, put the remaining stock and lentils in a large saucepan and bring to the boil. Reduce the heat and simmer for 20 minutes or until tender. Drain the lentils, reserving 200 ml (7 fl oz) of the cooking liquid.
Heat 1 tablespoon of the oil in another saucepan over a medium heat, add the onion and fry for 7–8 minutes or until softened. Add the garlic and cook for a further 2–3 minutes. Stir the drained lentils into the onions with the reserved cooking liquid and the sun-dried tomatoes and simmer for 1–2 minutes. Stir in the parsley and lemon juice and season to taste.
Towards the end of the fennel and lentil cooking time, sprinkle each pollack fillet with a little of the lemon rind and capers. Season with pepper, then wrap each fillet in a slice of Parma ham. Heat the remaining oil in a large, nonstick frying pan over a medium high-heat, add the pollack fillets and cook for 6–8 minutes, turning occasionally, until the fish is cooked through and the Parma ham crisp. Remove from the pan, drain on kitchen paper and rest for 2–3 minutes.
Spoon the lentils into dishes and top with the fennel. Slice the fish in half diagonally and arrange over the fennel. Serve immediately with extra chopped parsley sprinkled over.