In a medium saucepan, combine the olive oil, fennel seeds and peppercorns and bring to a simmer over moderately low heat. Season the tuna with salt and add it to the saucepan. Simmer the tuna steak over low heat, turning once, until barely pink in the center, about 15 minutes. Transfer to a plate and scrape off the fennel and peppercorns. Strain and reserve the oil.
Meanwhile, in a large bowl, blend the mayonnaise with the minced anchovies, capers, garlic and 1 tablespoon of the fresh lemon juice. Stir the celery, onion and olives into the dressing. Using a fork, break the tuna into 1-inch pieces, then fold into the dressing. Season with salt.
Set 2 avocado halves on each of 4 plates, skin side down. Drizzle the avocado flesh with some of the reserved spice-infused olive oil and the remaining 1 tablespoon of fresh lemon juice. Spoon about 1/2 cup of the tuna salad into the center of each avocado half. Top the tuna salad with the pea shoots or alfalfa sprouts and serve.