Cut off three 1/2-by-2-inch strips of zest from the lemon. Halve the lemon and squeeze out 1 tbsp. juice. Set aside. Halve the fennel bulbs lengthwise. Place each half cut side down and cut lengthwise, through the core (to hold the pieces together), into 4 wedges (for a total of 24).
In a large skillet, heat 2 tbsp. EVOO over medium heat. Add the fennel and garlic and cook, turning the fennel as it colors, until golden-brown, about 15 minutes.
Add 1/2 cup water, the tomatoes, lemon zest, fennel seeds and 1 tsp. salt; bring to a boil. Lower the heat to a gentle boil, cover and cook until the fennel is very tender, 15 to 20 minutes.
Add the lemon juice and remaining 1 tbsp. EVOO, bring to a boil and cook until the sauce has thickened, 2 to 3 minutes. Top with the fennel fronds, if using.