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Trim stalks off fennel, flush with bulb. Don’t discard; reserve for making vegetable stock.
Quarter bulb lengthwise, then slice lengthwise as thinly as you can (with a mandoline or sharp chef’s knife).
In large bowl, combine capers, lemon zest, lemon juice, olive oil, sea salt, and pepper; whisk well.
Add sliced fennel, tomatoes, scallions, and feta; toss well to coat with dressing. Let stand (unrefrigerated) 30 minutes to allow dressing to permeate vegetables before serving.