In a spice mill, electric coffee grinder or a compact blender, grind chia seeds and fennel seeds. In a small bowl, mix together ground seeds, minced fennel fronds, lemon zest, salt, and pepper. Drizzle in oil and stir well, set aside.
In a shallow bowl, whisk egg white until frothy. Dip salmon filet in egg white, then transfer filet to an oiled baking sheet, press seed mixture thickly on top fillet. Broil salmon filet about 6 inches below broiler for 6 to 8 minutes. Transfer filet to a serving plate, set aside.
While salmon filet is broiling, heat oil over medium heat in a large skillet. Add sliced fennel bulb, red onion, yellow pepper and lemon, sauté until vegetables soften and just begin to brown, about 8 to 10 minutes. Transfer vegetables to plate with salmon filet, serve with lemon wedges.
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