Prepare an outdoor grill or broiler. Brush salmon fillets with a small amount of olive oil and season with salt and pepper. Grill or broil salmon for 3-4 minutes on each side, depending on thickness. Salmon should be cooked through but still slightly soft in the center. Meanwhile, whisk the lemon juice and olive oil in a small bowl. Season to taste with salt and pepper. Place fennel and lettuce in a bowl, add some of the fennel foliage, and toss with vinaigrette. Season again with salt and pepper if needed. Arrange on plates and set grilled salmon on top. Garnish with lemon slices.