Parboil whole potatoes, with skin on, for about 5-7 minutes. Drain and run under cold water to stop the cooking process.
Half each potato and place in a zip-top plastic bag. Drizzle with oil and add chopped garlic and pepper. Seal bag and allow to marinate at room temperature for 20 minutes.
Preheat grill to 375°F.
Remove potatoes from marinade and pat dry. Place soaked rosemary sprigs on oiled barbecue grate. Place potatoes on top of rosemary, flesh side down. Close lid and leave to smoke for 20 minutes. Make sure rosemary doesn't burn.
Meanwhile, trim the woody end of the asparagus. Slice fennel bulb into 1/2 inch pieces, leaving core intact.
Drizzle asparagus spears and fennel with oil and season with salt and pepper.
Return to the potatoes and remove them from the grill. Discard charred rosemary. Season potatoes with salt and pepper and set aside to cool.
Oil the grill again. Place asparagus and fennel on grill.
Grill asparagus for approximately 2 minutes, turning when a bright green colour is achieved and golden brown marks appear.
Cook fennel for about 1 minute per side or until golden char marks are achieved.
Remove asparagus and fennel from the grill and allow to cool.
Place asparagus, fennel, and smoked potatoes on a large serving platter. Chill in the fridge for 20 minutes before serving. Drizzle with olive oil and lemon juice, and season with thyme, salt, and pepper.