Trim off any excess fat from the lamb cutlets. Chop into 34 cm lengths.
Season meat with marinade for several hours or preferably overnight in the refrigerator.
Arrange meat pieces on a lightly oiled wire rack and grill in preheated oven at 180°C. Grill for 10-15 minutes or until meat is cooked through.
With the remaining marinade, pour onto a nonstick saucepan. Add fennel and capsicum and stir-fry for 1-2 minutes. Dish out and serve with the lamb cutlets. Add a sprinkling of coarse ground black pepper.