Increase the heat to high and boil the cooking liquid for 5 minutes to intensify the flavors. Whisk together egg, 3 tablespoons lemon juice and dill (or fennel) in a medium bowl. Gradually whisk a little of the hot cooking liquid into the egg mixture, then pour the egg mixture into the remaining cooking liquid in the pan. Cook over medium heat, stirring constantly, until slightly thickened (do not boil) and the liquid reaches a temperature of 160F on an instant-read thermometer, 1 to 2 minutes. Return the fish and vegetables to the pan and heat through. Taste and adjust seasonings, adding more lemon juice, if desired.