Preheat oven to 400°.
Make rub: Toast fennel seeds in a small dry skillet over medium heat until fragrant, about 1 minute. Crack peppercorns in a mortar and pestle. Add fennel seeds and salt and crush together until coarsely ground. Stir in orange zest and oil. Cover tuna all over with rub, then chill.
Meanwhile, make ratatouille: Heat 1/4 cup oil in large roasting pan over medium-high heat. Add eggplant and cook, stirring occasionally, until tender, 10 to 15 minutes. Transfer eggplant to a medium bowl. Return pan to medium-high heat and add 1 tbsp. oil. Add sliced fennel and cook, stirring occasionally, until tender and browned, 8 to 10 minutes; transfer fennel to bowl of eggplant. Return pan to medium-high heat and add 1 tbsp. oil. Add squash and onion and cook, stirring occasionally, until softened, 5 to 10 minutes. Add tomatoes, cook 1 minute, and return eggplant and fennel to pan. Add wine and parsley and cook, stirring, 2 minutes. Season to taste with salt and pepper. Push vegetables apart a little to make space for tuna.
Heat remaining 2 tbsp. oil in a medium nonstick frying pan over medium-high heat until shimmering. Sear tuna until browned, 30 seconds to 1 minute on each side. Nestle tuna into vegetables and roast 6 to 8 minutes, or until opaque on the outside but still pink in most of center. Let tuna rest 10 minutes, uncovered (it will cook all the way through). Stir fennel fronds into vegetables.
Carve tuna into 1-in.-wide slices and serve with vegetables and a drizzle of pan juices.