Cut loin in half. Place one piece, fat side down, and place the other piece on top, fat side up. Tie together with butcher's twine.
Make small cuts all over the roast and fill with rosemary and garlic. Season with salt, pepper and fennel seed. Refrigerate uncovered for several hours. (Overnight is ok too!) Let roast get to room temperature before roasting.
Heat oven to 400 degrees. Coat roast with olive oil. Roast the loin for 30 minutes. Turn roast over and add wine. Roast for an additional 50-60 minutes more. (Internal temperature should reach 145 degrees) Let stand covered for 15 minutes.
Carve into 1/2 inch thick slices. Spoon the juices from the pan over pork and squeeze lemon over top. Serve topped with prepared herb sauce.