This may be the best thing I've ever done with fresh fennel bulb, or second-best anyway. My standard-in-the-rotation roast fennel risotto is mighty hard to beat.
This one wins for simplicity, though, and ridiculously great flavor.
1. Cut a fennel bulb into three or four thick vertical slices and trim out and discard the core.
2. Blanch the pieces gently in simmering salted water just until they're crisp-tender.
3. Drain, cool and dry. Then brown them briefly in butter scented with a little onion and garlic.
4. Arrange the browned fennel in one layer in a lightly buttered baking dish. Season with salt and freshly ground pepper. Then pour over about 3/4 to 1 cup rich dairy. I used a mix of crème fraîche from Lotsa Pasta and homemade cashew cream (leftovers for the win!) but you could use sour cream, heavy cream, whole milk or a combination, etc.), plus grated Grana Padano or Parmigiano-Reggiano, I also put in a little dried fennel pollen because I have it and like to kick up the mild fennel flavor, but this is absolutely an offbeat option.
5. Bake at 400ºF with more grated cheese on top for 20-30 minutes or until bubbly and browned. Serve with a good dry white wine.