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Trim about 1 inch off the ends of the broccoli stalks and cut the broccoli lengthwise into spears. Arrange the broccoli on a nonstick cookie sheet, drizzle with some olive oil and season with a little bit of salt and a generous amount of freshly ground black pepper. Toss to coat evenly. Transfer to the oven and roast for 10 minutes.
Remove the broccoli from the oven and sprinkle the cheese evenly over the top and bake until the cheese melt and forms a crisp shell over the broccoli, about 10 minutes. Lift the broccoli out onto a platter with a spatula and drizzle with fresh lemon.