Preparation

Make the vinaigrette:

• Mince together the garlic, anchovies, and capers. Transfer to a bowl and add the mustard, shallots, fennel, thyme, fennel seeds, red pepper flakes, and lemon juice. Stir briefly. Mix in the olive oil with a fork. Season with salt and pepper. Taste the vinaigrette; it should be slightly acidic, so add more lemon juice if necessary. Let stand for at least 1 hour so the fennel softens and the flavors mingle.

Make the brochettes:

• Heat a gas grill to medium high or prepare a medium hot charcoal fire. Cut the salmon crosswise into 1-inch-wide strips, 3 to 4 oz. each. Thread the skewers through the salmon strips: starting at the tapered end, carefully pierce the flesh, pushing the skewer all the way through to the fat end until the point pokes through.
• When the grill is just on the hot side of medium (you should be able to hold your hand just above the grate for 2 seconds), use tongs to clean the grate with a lightly oiled paper towel.
• Season the salmon lightly with salt and brush lightly with olive oil. Put the brochettes on the grill, skin side down, keeping the exposed skewer ends away from the fire if using bamboo.
• The salmon will cook quickly but not always at the same rate. Cook until the skin is crisp and it “releases” from the grill, 2 to 3 minutes. Turn the brochettes with tongs or a spatula and cook another 1 minute. If necessary, turn again and cook another 1 minute. The salmon is done when the flesh feels firm and almost begins to flake apart. Put the brochettes on a platter and drizzle immediately with the vinaigrette.