Heat the olive oil in a large pot over medium heat. Add the onion and fennel and cook for 5 minutes until they soften.
Stir in the garlic and saffron threads. Cook for 1 minute until the garlic smells fragrant.
Pour in the white wine and let it simmer for 2 minutes to reduce slightly.
Add the fish stock, salt, and pepper. Bring the mixture to a gentle boil, then lower the heat and simmer for 10 minutes.
Add the salmon pieces to the pot. Simmer for 5 minutes until the salmon is just cooked through and flakes easily.
Remove the pot from the heat and stir in the chopped fresh dill. Taste and adjust seasoning if needed.
Ladle the stew into bowls and top each serving with a little extra fresh dill.