Slice lemon very thinly using a knife or mandoline. Quarter lemon slices, removing any remaining seeds. Very thinly slice fennel bulb the same way. In a medium bowl, toss together lemon, fennel, and salt and let sit 20 minutes.
Slice rolls in half lengthwise. Scoop out about 3/4 of the bread from the top and bottom halves to create pockets; save scooped-out bread for another use, such as bread crumbs, if you like.
In a medium bowl, toss together tuna, olive oil, capers, olives, and dill. Gently stir in lemon-fennel mixture. Fill sourdough roll bottoms with salad, dividing evenly, and set tops on salad.
Note: Nutritional analysis is per sandwich.