Preheat oven to 375. Lightly oil the bottom of a 9×9″ baking pan and place fennel bulb slices across the bottom evenly. Season with salt and pepper. Drizzle olive oil and sprinkle cheese over the top. Bake until fennel bulb is easily pierced with a fork and top is golden brown, about 40 minutes. Remove from oven and sprinkle about 2 tsp worth of finely chopped fennel fronds over top.