Combine the onion and vinegar in a small bowl. Let sit, stirring occasionally, until soft, 13 to 15 minutes.
Meanwhile, heat the oil in a large nonstick skillet over medium-high heat. Season the fish with the fennel seeds and ¾ teaspoon each salt and pepper.
Cook until opaque throughout, 2 to 3 minutes per side. Transfer to a plate and break into pieces.
In a separate bowl, combine the yogurt, horseradish, and capers.
Spread the horseradish yogurt on the bread and top with the fish, onion, and dill leaves, dividing evenly.