Trim the stalks off the fennel, flush with the 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 a large bowl, combine capers, lemon zest, lemon juice, olive oil, sea salt and pepper; and whisk well.
Add sliced fennel, tomatoes, scallions and feta; toss well to coat with dressing. Let stand (unrefrigerated) for 30 minutes to allow the dressing to permeate the vegetables before serving.