Preheat the oven to 200°F (95°C). Remove the tuna from the refrigerator 30 minutes before baking.
Season the tuna on both sides with the fennel seed and salt. Put the tuna in a deep ovenproof baking dish just large enough to hold it. Add the thyme, bay leaf, garlic, and peppercorns. Pour in enough olive oil just to cover the tuna.
Bake until a few white dots (coagulated protein) appear on the surface of the fish and the flesh just begins to flake when probed with a fork, 30 to 40 minutes. The tuna should still be slightly rosy inside. Remove from the oven and let cool to room temperature in the oil.
Make the dressing: In a bowl, whisk together the olive oil, vinegar, capers, oregano, garlic, and salt and pepper to taste. Add the chickpeas and let them marinate for 30 minutes.
With a slotted spatula, lift the tuna out of the olive oil and onto a plate.
Put the lettuce in a large salad bowl. Tear the larger outer leaves in half, if desired, but leave the pretty inner leaves whole. Tear the radicchio into bite-size pieces and add to the bowl along with the onion, tomatoes, and parsley.
Using a slotted spoon, add the chickpeas, then add enough of the dressing from the chickpea bowl to coat the salad lightly. By hand, flake the tuna into the bowl.
Toss, taste for salt and vinegar, and serve.