Heat the oven to 200 C / 400 F. Cut each fennel bulb into 8 wedges through the core so the layers stay together, and chop the fronds for later. Quarter the potatoes to about 2 cm and cut the red onion into 6 wedges.
Toss the fennel, potatoes, onion, garlic and fennel seeds in a large bowl with 2 tbsp olive oil, 3/4 tsp salt and the pepper. Spread everything on a 33 x 46 cm / 13 x 18-inch rimmed sheet pan in a single layer with space between the pieces, cut sides down.
Roast for 25 minutes, turning the vegetables once at the 15-minute mark, until the fennel edges are browned and a knife slides easily into a potato.
While the vegetables roast, pat the salmon dry. Rub the fillets with the remaining 1 tbsp olive oil, 1/2 tsp salt and the lemon zest.
Pull the pan out and push the vegetables to the edges to make four gaps. Set the fillets skin side down in the gaps and scatter the capers and lemon slices over the vegetables.
Roast for 14 minutes, until the salmon is opaque, flakes easily, and reads 145 F / 63 C at the thickest part.
Squeeze the reserved lemon half over the pan and scatter the fennel fronds and parsley on top. Serve straight from the pan.