Preheat the oven to 425 degrees.
On a parchment lined baking sheet, toss the fennel with 1 tablespoon olive oil and 1/4 teaspoon salt. Arrange in an even layer. Roast in the middle of the oven until golden brown and caramelized, about 40 minutes, flipping them halfway through. Set aside.
Meanwhile, in a medium lidded saucepan or Dutch oven, toast the raw millet over medium heat until golden brown and fragrant, about 5 minutes. Add 2 cups water - stand back, it will sputter. Bring to a boil. Stir in 1 tablespoon olive oil, place the lid on, and cook on low heat for 15 minutes. Remove from the heat and let sit for 10 minutes. Then remove the lid and fluff with a fork.
Add the lemon juice, fennel, tomatoes, olives, and half the parsley to the pot. Stir to combine. Taste for seasoning and add more salt as necessary. If your olives and tomatoes didn't very much oil with them, add another glug or two of olive oil.
Transfer to a platter and garnish with the remaining parsley.