1. Trim the fennel. Halve the fennel top to bottom, then use a paring knife to cut out the thick core in the center. Remove the tough outer layer. Using a mandoline or sharp knife, slice the fennel horizontally as thinly as possible. You should have about 3 to 3 1/2 cups.
2. Grate 1 1/2 teaspoon zest from the lemon, then squeeze out 1 1/2 tablespoons lemon juice, keeping zest and juice separate.
3. In a mixing bowl, toss together fennel slices, lemon juice, olive oil, 1/4 teaspoon salt and a pinch of black pepper. Let sit for 20 minutes to soften fennel.
4. Meanwhile, heat oven to 425 degrees, and line a baking sheet with parchment paper.
5. In another medium mixing bowl, use a rubber spatula to mix together the mascarpone, herbs, egg, lemon zest, remaining 1/2 teaspoon salt and 1/4 teaspoon pepper until well combined.
6. On a lightly floured surface, roll the puff pastry out to form a 13-by-11-inch rectangle, about 1/8-inch thick. Transfer the dough to the prepared baking sheet. With a sharp knife, lightly score a 1/2-inch border around the edges of the puff pastry.
7. Spread mascarpone mixture evenly inside the scored border. Drain the excess liquid from the fennel and arrange the slices in an even layer on top of the mascarpone.
8. Bake until the pastry is puffed and golden, 22 to 28 minutes. Let tart cool on its baking sheet on a rack for at least 15 minutes before serving (or up to 4 hours).
9. To serve, cut tart into pieces. Drape each with a slice of smoked salmon, sprinkle with a little lemon juice, and garnish with Reese capers, dill and black pepper.