Preheat grill according to manufactures instructions. Drizzle olive oil on the fennel and watermelon and season with salt. Place watermelon on skewers. When the grill is hot, place watermelon skewers and fennel on hottest spot of grill (you want to get great grill marks without overcooking either item). Grill watermelon for 2-3 minutes, rotating to grill each side. Remove skewers once cooked. Grill fennel for 5-8 minutes, or until charred and slight soft.