Preheat the oven to 180 degrees Celsius.
Bring a large pan of salted water to the boil. While the water is heating, prepare the fennel by removing the top stalks and leaves and tough exterior leaves. Blanch the fennel in boiling water for 3 minutes. Drain thoroughly. Arrange on a baking dish and cover with a layer of tomato and olive sauce. Cover with foil and bake for 25 - 30 minutes until the bulbs are tender. Serve with grated shaved parmesan and cracked black pepper.
Note:: chewing a few fennel seeds after a meal is said to be good for the digestion and help alleviate flatulence.