Butter a shallow bakingdish. Sprinkle the shallots over the bottom and put the halibut steak on top. Arrange the fennel julienne over the fish, dot with the remaining butter, and sprinkle with the lemon juice and salt and pepper.
Bake for 10 minutes, remove from the oven, and baste fish with the cooking juices. Return to the oven and cook 10 minutes more, or until fish is done (the flesh should be white at the bone). Adjust seasoning and serve.