Preheat the oven to 375 degrees F.
Lightly oil the bottom of a 13 by 9 by 2-inch glass baking dish. Arrange the fennel in the dish. Sprinkle with salt and pepper, then with the Parmesan. Drizzle with the oil. Bake until the fennel is fork-tender and the top is golden brown, about 45 minutes. Chop enough fennel fronds to equal 2 teaspoons, then sprinkle over the roasted fennel and serve.