Step 1: Prep Fennel
Chop the fennel bulbs into 2-4 pieces, trying to make roughly evenly-sized chunks. Some of them are flat, some bulbous, and the size can vary greatly, so this is really guesstimation.
Fennel is lightly anise-flavored, but don't let that scare you. I despise black licorice, but love cooked fennel and tarragon. The one-note flavor of black licorice really has nothing to do with the subtle, complex smells and flavors you find in real plants. Think about how little artificial banana flavor tastes like a real banana...
Step 2: Season and Bake
Remove the foil, and finish under the broiler for a couple of minutes or until the top is just beginning to turn golden-brown. Add good parmesan cheese for this step if you need extra fat and tastiness.
You can toss whole garlic cloves in to roast with the fennel; they'll get nice and soft, and will impart a bit of extra flavor to the fennel.