Preheat the oven to 425 degrees F.
In a saucepan over medium-low heat, gently saute the onion in 3 tablespoons of oil until soft and golden but not beginning to brown. Add the chopped tomatoes and cook, stirring occasionally, for about 10 minutes, or until most of the juice has evaporated and the tomatoes have reduced to a thick jam. Stir in about half of the fennel seeds and add salt and pepper, to taste.
Use a little more oil to grease an oven dish large enough to hold the sardines in 1 layer. Add all but 1/3 cup tomato sauce and spread it over the bottom of the dish.
Arrange the fish on top of the tomato sauce in 1 layer. Sprinkle a little salt, the bread crumbs, and the remaining fennel seeds on top of the fish. Drizzle on the wine, then dot with the remaining tomato sauce. Bake in the oven for about 20 minutes. Serve immediately.