1. Preheat oven to 450 degrees F. Lightly oil a 9- by 12-inch baking dish. In a large skillet or wok over medium-high heat, heat together oil and dry vermouth. Cook onions, carrots, garlic, celery, and lettuce until soft (10 minutes). Place the vegetables in bottom of baking dish and sprinkle with fennel seed.
2. Wash and pat dry salmon steaks. Place on top of vegetables. Pour any remaining cooking liquid over fish. Cover with aluminum foil and bake for 10 minutes. Lower oven to 350 degrees F and bake for 30 minutes. Serve hot.