1 Cut Off The Fronds And Stems Of The Fennel And Save Them For Another Dish; They Are A Great Addition To Stocks And Broths. Cut The Bulbs In Quarters, Then 1-2 Inch Pieces; Discard The Woody Cores. 2 Grease A Casserole Pan Or Gratin Pan With 1 Tablespoon Olive Oil And Preheat The Oven To 375