1. Preheat the oven to 375°. On a rimmed baking sheet, toss the fennel with 2 tablespoons of the olive oil and season with salt and pepper. Scatter the thyme sprigs over the fennel, cover with foil and bake for 15 minutes. Uncover and bake for about 15 minutes longer, until almost tender. Season the tomatoes with salt and pepper and add them to the baking sheet, cut side down. Bake for 15 minutes, or until the tomatoes are soft and the fennel is golden brown. Transfer the fennel and tomatoes to a platter and pour the roasting juices on top; discard the thyme sprigs.
2. Light a grill or preheat a grill pan. In a small bowl, combine the lemon juice, 2 tablespoons of the olive oil and the coriander; season with salt and pepper.
3. Coat the salmon fillets with the remaining 1 tablespoon of olive oil and season with salt and pepper. Grill the salmon over a medium-hot fire until lightly charred and just cooked, about 4 minutes per side. Serve the salmon with the roasted fennel and tomatoes and pass the lemon dressing at the table.