1. Preheat the broiler.
2. Carefully inspect the fish to determine if any bones remain. Using a pair of pliers, carefully pull away and discard the bones. Cut the fillets into 4 equal portins, either rectangular or square in shape. Sprinkle with the oil and rub to coat on both sides. Set aside.
3. Trim the fennel and cut into 1/4-in. cubes. There should be about 1 1/2 cups. Put the fennel in a saucepan and add the water a 1 tbsp of the butter. Cook 5 min.
4. Pour the fennel mixture into the container of a food processor or blender and add the remaing butter. Process to a very fine puree. Ther should be about 1 1/4 cups. pour the puree into a small saucepan and bring to a boil. Add the nutmeg and cayenne and stir. Let simmer about 3 min.
5. Meanwhile, place the salmon pieces under the broiler about 4-in. from the source of heat. Cook about 4 min. on one side, turn and cook about 4 min. on the other side.
6. Transfer the salmon to a warm serving dish. Serve with hot fennel sauce spooned over or on the side. Salmon lovers here you go. Name for this dish: Filets de saumon sauce au fenouil