Fennel is grown in the UK and can be obtained rather cheaply on markets. Here is a recipe for a basic fennel bake for 1 person:
1 fennel, 1 small onion (or large shallot), 1 tin of chopped tomatoes, garlic, salt, pepper, (optional: chilli powder), grated cheese.
Chop the fennel and onion, mix with all other ingredients but the cheese in an oven proof dish. If fennel has green bits on, wash them, finely chop them, and add them to the dish. Depending on how long you want to leave the fennel bake in the oven (you can leave it in until it’s just tender or you can reduce it to a more intense flavour over about 2 hours, occasionally stirring), grate cheese either immediately over it, or leave it until 15 mins before taking it out. Serve with buttered bread or roast potatoes.