Blanch whole fennel bulb in boiling water for 10 minutes and drain. Halve it lengthwise; place in roasting pan, cut side down. Drizzle with olive oil and season with salt and pepper. Roast for 20 minutes. Sprinkle with freshly grated Parmesan cheese, to taste. Return to oven; roast for 10 to 20 minutes more.
Adapted from www.cooks.com.