Preheat the oven to 425°F.
In a heavy roasting pan or large cast-iron skillet, toss together the fennel, onions, 5 lemon quarters, and the wine.
Rub snapper all over with olive oil and season inside and out with salt and pepper. Stuff the cavity with the herbs and the remaining lemons.
Roast about 30 minutes (15 minutes for each inch of thickness), until the flesh just begins to flake.