Halve the fennel lengthways and put the greens aside. Blanch with lemon wedges in salted water for about 10 minutes. Drain well.
Finely chop the onion, garlic and fennel greens. Mix well with parsley, parmesan, breadcrumbs and olive oil. Season with salt and pepper.
Put the tomatoes in an ovenproof dish and roughly mash them with a fork. Place the fennel with the cut surfaces facing down on the tomatoes and brush with the herb and cheese paste. Bake in the oven for 25-30 minutes until a crispy crust has formed.