Clean, wash and slice the fennel. Wash the dill, shake dry and cut finely. Mix butter and 3/4 of the dill. Wash fish, dab dry and sprinkle with lemon juice.
Season with salt and pepper. Place in an ovenproof dish and bake in a preheated oven (electric range: 200 °C/ convection oven: 175 °C/ gas: level 3) for 15-17 minutes. Approx. 5 minutes before the end of the cooking time, spread the dill butter on the fish.
Heat the oil in a pan and fry the fennel on both sides. Season with salt and pepper. Deglaze with orange juice, bring to the boil and stew over low heat for 3-4 minutes. Prepare rice in salted water according to package instructions.
Sprinkle fish slices, fennel and rice with the remaining dill. Garnish with orange slices.