Preheat oven to 400 degrees F.
Lightly whip the egg whites and fold into the salt, mixing well until combined. The texture should be grainy but cohesive; add a little water if necessary. Press a 1/4-inch thick layer of the salt mixture onto a large baking sheet or casserole which will accommodate the fish. Stuff the cavity of each whole fish with fennel fronds, parsley, thyme, rosemary, garlic, and 2 lemon slices. Lay fish on top of salt and pack the remaining salt over fish to enclose completely. Roast until internal temperature reaches 135 degrees F, about 20 minutes. (There will be some carry over cooking even after you remove fish from oven.)
While fish is cooking, prepare the salsa verde. Cut peel from lemon and divide segments into 4 pieces. In a bowl, combine lemon segment with celery, parsley, onion, cornishon, capers, green olives, if using, and olive oil.
Let fish rest for 5 minutes after removing from oven. Crack open salt crust, and lift and discard layers of salt. Pull skin from top of each fish, and carefully lift top fillet from bones and transfer to serving plate. Lift and discard bones. Gently lift second fillet from skin and transfer to serving plate. Spoon salsa verde on or around fish fillets.
Recipe courtesy of Gianni Scappin, Culinary Institute of America, Hyde Park, NY