Preheat the oven to 220°C. Trim the fennel, reserve the feathery fronds to use as a garnish and finely slice the rest. Arrange sliced fennel in a shallow ovenproof dish large enough to take the fish fillets in a single layer. Add shallots and place fish on top. Season with pepper to taste.
Pare a few strips of lime zest to use as a garnish and grate the rest. Scatter capers, garlic, olives, paprika and grated zest over fish, then pour wine over the top.
Cover dish with a lid or foil and bake for 20 minutes, or until fish turns opaque and flakes easily. Serve hot, garnished with fronds of fennel, lime zest and paprika.
*Jewfish or ocean perch can be substituted for the barramundi. *Try serving with baby new potatoes or nicola potatoes and a medley of steamed vegetables such as carrots, cauliflower, snow peas, broccolini (tenderstem broccoli) and baby corn.