Fillet the red mullets by removing the bones; make sure that the two halves of the fish remain attached at the tail end.
Season with salt, pepper, grated lemon zest and chopped wild fennel.
Brush the skin with a dash of extra virgin olive oil. Then place one side of the fish on a slice of saffron bread and, with the tip of the knife, cut the bread lengthwise to the point where the tail is attached. Do the same on the other side.
Put a dash of extra virgin olive oil in a frying pan, heat it and fry the mullet gently on both sides until the bread changes colour slightly, becomes crispy and adheres well to the skin of the fish.