Preheat the oven to 275F and lower your oven rack to the lower third of the oven.
In a baking dish, add fennel, zest of a jalapeño, drizzle with 1 tbsp olive oil, and 1 tsp of the ground fennel seed. Mix well.
Add salmon filets on top and sprinkle with salt, pepper, and the remaining 1 tsp of the ground fennel seed.
Place dish in the oven and bake for 25-30 minutes or until cooked through.
In the meantime, prepare the dressing. Supreme the grapefruit by cutting the meaty segments from the grapefruit and separating it from the bitter pith. Set aside the segments.
Squeeze the remaining juice over a bowl and add the minced shallot, Dijon, dill, parsley, salt and pepper. Whisk well, while pouring in the remaining olive oil. Add the grapefruit segments back in.
Once the fish is finished cooking, add the grapefruit dressing on top and serve immediately.