- Preheat oven to 200C.
- To make the stuffing, place 3 tablespoons olive oil in a frypan and set over medium heat. Add onion and garlic and fry until translucent. Add anchovies, capers, pine nuts and raisins and cook until raisins have softened. Season with salt and pepper. Add breadcrumbs and parsley and stir to combine. Remove from heat and set aside.
- Lay fillets flat on board. Season with salt and pepper and cover each with 2 tablespoons stuffing. Roll the fillets and secure ends with a toothpick.
- Place 3 tablespoons olive oil in a frypan and set over medium heat. Add the rolled fillets and cook until skin is sealed about 2 minutes. Transfer the fillets to the oven and continue to cook until cooked through, about 7-8 minutes. Remove from oven and set aside.
- Meanwhile, to make the salad, place the fennel, orange, vinegar and remaining tablespoon olive oil in a bowl and toss to combine. Season with salt and pepper.
- Serve snapper fillets with salad on the side.