Prepare the Fish Stock: Preheat your oven to 400°F (200°C). On a baking sheet, toss the fish bones and heads with 2 tbsp olive oil, the quartered onion, quartered fennel bulb, roughly chopped carrots, roughly chopped celery, and smashed garlic. Roast in the oven for 20-25 minutes, until they are lightly browned.