Heat the oven to 450°F. Line a half sheet pan with parchment paper.
Rinse the fish inside and out with cold water and drain. Dry with paper towels. Stuff body cavity with the fennel, herbs, and citrus, saving a few lemon slices for garnish. Set aside.
Pour one box of salt into a large bowl, add the egg whites and water, then the second box of salt. Use your hands to work mixture to a mortar-like consistency. Lay down a 1/2-inch thick bed on the prepared sheet pan with a 1-inch clearance on all sides. Lay the fish on this bed and pile the remainder of the salt mortar on top. Work into a smooth dome completely encasing the fish. (Don't worry if the head or tail poke out a little.)
Roast until the internal temperature of the fish registers 130°F, approximately 35 minutes. Remove from the oven and rest at room temperature for 5 minutes.
Open the fish at the table by hitting the dome several times with a small hammer and lifting off the slabs of salt. Brush away any stray salt. Gently pull out the dorsal (back) fin. Using a fish knife or serrated pie server, make a single incision all the way down the back of the fish and around the gill plate. Then lift the skin off working from the head to the tail. Remove the meat from top side of fish, going down one side of the spine then the other. Grasp the tail and remove the skeleton, (it should come up intact). The meat revealed below will slide right off the skin.
Sprinkle the meat with a little olive oil and lemon juice. Serve immediately.