Preheat the oven to 400 degrees F.
In a 12-inch ovenproof skillet, add 2 tablespoons of the olive oil, the olives, capers, red pepper flakes, pine nuts and currants. Stir in the tomatoes and wine. Bring to a boil over medium heat. Lower the heat to a simmer and cook for 1 to 2 minutes. Remove from the heat and set aside.
In a small bowl, combine the bread crumbs, orange zest, parsley, the remaining 2 tablespoons of olive oil, and salt and pepper, and mix well.
Season each piece of fish with salt and pepper and place flat on a work surface. Spread the breadcrumb mixture evenly across each of the fish pieces and carefully roll each like a jelly roll, securing each roll with string or with toothpicks. Place the rolls in the skillet with the sauce. Transfer the skillet to the oven and bake until cooked through, about 10 to 12 minutes.
Place 1 roll on each of 4 warmed dinner plates, spoon some of the sauce over each, and garnish with chopped parsley, torn oregano, fennel fronds and olive oil.
In a 3-quart saucepan, heat the olive oil over medium heat. Add the onion and garlic and cook until soft and light golden brown, about 8 to 10 minutes. Add the thyme and carrot and cook 5 minutes more, until the carrot is quite soft. Add the tomatoes and juice and bring to a boil, stirring often. Lower the heat and simmer for 30 minutes until as thick as hot cereal. Season with salt and serve. This sauce holds 1 week in the refrigerator or up to 6 months in the freezer.