Bechamel: Melt the butter in a pan and mix in the flour to form a smooth paste. Remove from the heat and slowly add the milk. Return to the heat and stir continuously until sauce thickens. Add grated nutmeg and season to taste.
Part boil the fennel and then place in a basting tin with some olive oil on the barbecue or char-grill. Once slightly browned smother in bechamel sauce and top with a generous amount of grated parmesan. Place under a grill until slightly browned on top.
