Heat oven to 400° F.
Cut each fennel bulb in half lengthwise, then cut each half into 6 wedges. In a roasting pan or large baking dish, combine the fennel, tomatoes, garlic, lemon, oil, 1 1/2 teaspoons of the salt, 1/4 teaspoon of the pepper, and the thyme. Spread the mixture into a single layer. Roast until the fennel is tender, about 40 minutes.
Season the salmon with the remaining salt and pepper. Brush the fillets with the barbecue sauce. Remove pan from oven and place the fillets on top of the vegetable mixture. Return to oven and roast until the fillets are the same color throughout and flake easily, about 12 minutes, depending on thickness. Remove and discard the lemon before serving.