Fresh young fennel, also known as sweet anise, has stalks that look a bit like celery, with green feathery fronds, and a white, bulb-shaped base.Especially when served raw, fennel has a clean, light flavor akin to anise or licorice. When cooked, however, the anise taste is much more subtle and lends just a mysterious nuance to a dish. Slow oven-braising in this recipe yields a delicate, melt-in-your mouth quality to the fennel, while the gratinéed parmesan adds a nice depth and texture to the dish.
Position a rack in the middle of the oven, and preheat to 375 degrees F.
Trim a very thin slice from the darkened bottom end of each bulb. If the fennel isn't fresh and young, pull off the tough, stringy outer layer of the bulb. If your fennel has stalks, cut them off at the top of the bulb and discard or save for stock or soup. Cut each bulb in half lengthwise through the stem end. Slice a thin piece off the curved side of the bulbs so they'll lie flat without rocking.
Transfer the fennel pieces to a 9x13-inch baking dish. Cover with the hot stock. Cover the fennel with a sheet of parchment paper and then cover the dish with aluminum foil, shiny side down.
Bake until the fennel is tender, 45 to 55 minutes. Remove from the oven and pour off all but a thin film of stock. Reserve the stock for another use.
Sprinkle the grated cheese atop the fennel pieces and top with a few grinds of fresh pepper.
Place under the broiler until the cheese melts and turns golden brown, 5 to 8 minutes.