Clean the calamari and slice lengthwise. Cut a fine grid pattern into both sides.
Cut the fennel into very fine slices (best done on a bread slicer).
Crush the fennel seeds in a mortar. Squeeze the juice from the lemon. Thickly peel the oranges so that there is no white skin left on the flesh and scoop out the orange fillets.
Place fennel in a large enough bowl, season with salt and fennel seeds. Add juice of one lemon and about 3 tbsp olive oil and mix well. Add orange fillets and season the lettuce.
Heat 3 tbsp olive oil in a frying pan, add crushed garlic cloves, thyme sprigs and calamari. season with salt and roast briefly and heartily.
Arrange the calamari and dress with the fennel salad. Serve with baguette.