Make the Yogurt Sauce Stir all the ingredients together and keep covered in the fridge.
Make the Gremolata Heat 2 tablespoon olive oil in a small non-stick skillet over medium heat. Add the shallots, almonds and lemon zest and garlic. Cook, stirring, for 2 minutes until fragrant and softened a bit. Set aside.
Cook the Vegetables and Fish: In a large bowl, toss the shredded vegetables with 2 tablespoons olive oil, 1/4 teaspoon salt and several grinds of black pepper. Spread veggies out in a large casserole dish and cook in the hot oven for 10 minutes. Remove casserole from the oven. Place fish on top of the vegetables. Drizzle 2 tablespoon olive oil and sprinkle 3 tablespoons lemon juice over the fish. Season the fish with 1/4 teaspoon salt and several grinds of black pepper. Sprinkle the gremolata over the fish and vegetables. Put the casserole in the oven and cook for 8-10 minutes, until the fish is just cooked through. (timing will vary based on the thickness of the fish)
To Serve: Divide vegetables and fish between 4-5 plates. Decorate plates with fennel fronds, if you like. Serve with lemony yogurt sauce on the side.