Preheat oven to 375°F. In a food processor, pulse the fennel seeds until mostly broken up. Grate the zest from the lemons into food processor. Add the garlic, parsley, and salt. Pulse until parsley is finely chopped. Add 6 tbsp oil and pulse until combined.
To butterfly the pork, cut into the pork loin lengthwise about ¾ of the way through, then cut the two halves lengthwise about ¾ of the way through and open up pork loin. Rub cut sides with parsley mixture. Stuff any remaining parsley mixture inside, then roll pork loin back up into cylinder.
Arrange slices of prosciutto over pork loin, covering most of roast and tucking ends underneath. Tie with 14-inch-long pieces of butcher’s twine, spacing 1-inch apart.
In an oven-safe 12-inch skillet, heat the remaining 2 tbsp oil on medium-high. Add the pork loin and cook 6–8 min., until browned on all sides, turning occasionally. Remove from heat and place skillet in oven, arranging pork loin prosciutto-side up. Roast 40–45 min., until a meat thermometer registers 145°F.
Transfer pork from skillet to cutting board and let stand 10–15 min. before slicing and serving. Cut lemons into wedges and serve with pork