Preheat the oven to 200°C, fan 180°C, gas mark 6. Cut out a large square of baking parchment.
Lay the salmon fillets in the middle of the parchment. Season with salt and pepper, and scatter with the fennel seeds, the place the tomatoes on top of the salmon.
Roll up the sides of the parchment around the salmon to make an open paper bag (the salmon and tomatoes should be enclosed on 3 sides).
Pour the wine into the opening of the parcel, then roll the edges together to enclose completely.
Place in the preheated oven and allow to steam for 20-25 minutes, until the salmon is cooked through.