Bring the water to the boil and add the millet. Reduce the heat to simmer and add the millet. Cover and simmer for 25 minutes.
Set aside to cool. Separate the grains with a fork and add the fresh thyme and parmesan.
Heat the oil to hot and add the basil to fry it. Wait until it darkens in colour before adding the onion, garlic and chili. Saute for 2 minutes and add the fennel and capsicum. Cook for a further 2 - 3 minutes. Add the tomatoes (use your hands to break the tomatoes into small chunks) and the fish stock. Add the sprigs of thyme, bring to the boil and reduce to simmer for 25 minutes uncovered.
Remove from the heat. Add the fish pieces and olives and transfer to a pie dish. Lay the millet crust over the top of the fish and sauce. Cover in foil and bake in the oven for 30 minutes. Remove the foil and cook for a further 10 minutes.
Serve with steamed green beans.
Note: Sicilian olives are available from good delis, recognisable by their large bright green appearance.