Rinse and pat dry the fish. Score the fish diagonally on both sides of the skin, this will allow it to cook evenly. Rub inside and out with the oil, season with salt, pepper, and fennel seeds. Stuff the cavity with the limes slices and herbs. Wrap the exterior of the fish with more herbs and tie with twine. Refrigerate until you are ready to grill.
Heat the grill to medium high heat and oil it liberally. Add the fish and cook with the lid down for 5-7 minutes. Flip and cook for another 5.
Check to see that it is cooked through and opaque.
Chive Parsley Sauce:
Combine above ingredient in a food processor pulse to a rough consistency.