Soak the cedar plank(s) in water for at least 30 minutes. Heat grill to medium. In a medium bowl, toss the fennel and lemon with the oil. Place the salmon on the plank, season with 1½ teaspoons salt and ½ teaspoon pepper, and top with the sliced lemon and fennel mixture.
Place the plank on grill, cover, and cook until the fish is cooked through, 35 to 40 minutes. Sprinkle with the fennel fronds before serving.