Preheat oven to 400°F (200°C). Place one rack in the lower third, and one in the upper third.
Cut tomatoes in half and add to a medium-size roasting pan (approximately 9-inches by 12-inches). Trim the bell peppers and removed the core and seeds. Cut the flesh into pieces about the same size as the cherry tomatoes, and add to the pan with the tomatoes. Peel and coarsely chop the shallots and add them to the pan.
Drizzle with 2 tablespoons of the oil, and toss to coat the vegetables. Season well with salt and pepper. (Resist the temptation to add any herbs, as the salmon will be well-flavoured.) Place pan in the lower third of the oven and roast for 30 minutes, stirring occasionally.
Season the salmon fillets on both sides with salt and pepper. If using fennel seed, grind it in a coffee or spice grinder, then sift it into a small bowl discarding the tough hulls. Mix together the sifted fennel seed with the rosemary and orange zest. Divide the herb mixture among the 4 fillets, pressing into the top of each.
When vegetables have about 10 minutes left to roast, preheat a large nonstick oven-proof skillet over medium-high heat for 3 minutes. Add the remaining 2 tablespoons oil and, when it shimmers, place the fillets, coated side down, in the pan. Cook about 1 minute, or until the spice mixture forms a nicely browned crust.
Turn the fillets and immediately transfer the pan to the oven. Roast in the upper third of the oven for 5 to 6 minutes, or until salmon is done to your liking.
Remove salmon and vegetables from the oven. Divide vegetables between 4 plates and top with salmon.