Preheat an oven. To trim fennel, slice off the very bottom of each bulb as well as the fennel fronds. Stand the fennel up on a cutting board so it's sitting flat, then cut in half lengthwise. Lay cut side down, then slice each half into ½" thick pieces.
Place fennel slices on a rimmed baking sheet, then drizzle with olive oil, salt, and pepper. Toss to evenly coat, then roast. Carefully flip each piece of fennel, then cook until crispy on the outside and tender in the center.
Transfer fennel to a serving bowl, then squeeze half a lemon on top. Sprinkle generously with grated parmesan, then garnish with a few reserved fennel fronds.
If you don’t have parmesan, pecorino romano would be great!