Preheat the oven to 400°F (200°C).
Wash the fennel bulbs, and cut them into ½ inch (1 cm) thick slices. At this stage you can either keep or remove the core of the fennel, which is edible. My preference is to remove it, but leave a bit of it so the layers of the fennel stay together.
In a jar, add the honey and lemon juice. The acidity of the lemon will make it easier to then mix the honey with the other ingredients. Close with the lid and shake it well.
Next, add the olive oil, salt and black pepper to the lemon honey mixture, and shake it well once more. You can do the same in a small bowl, although, mixing is quicker in the jar.
Line a large baking sheet with some parchment paper. Using a kitchen brush, cover the parchment paper with some of the oil mixture.
Once done, place the sliced fennel on top of the dressed paper in a single layer. They can be placed close together, but they shouldn't touch, to allow for enough caramelized surface.
Next, brush the rest of the oil mixture on top of the fennel slices.
Place the baking tray in the middle of the oven and roast the fennel for 25 minutes until golden brown, or until cooked to your preferred consistency. Avoid burning the fennel, as it becomes bitter.
Remove from the oven and taste for seasoning. Should you wish to add more salt, this is the best time, as the fennel is still warm.
Sprinkle your chosen fresh herbs on top and serve. Enjoy!