Preheat the oven to 400 degrees Fahrenheit (205 degrees Celsius)
Remove any of the stalks from the fennel bulbs and then cut them in half lengthwise. Cut each halved fennel bulb into 1 inch thick slices and arrange the slices on a parchment paper lined baking sheet ensuring that they are all laid out evenly and do not overlap.
In a bowl combine the olive oil and minced garlic and brush it over the sliced fennel and then sprinkle the thyme, salt and pepper overtop to ensure they are all well seasoned.
Bake the fennel in the oven for 20 minutes. After 20 minutes if using parmesan, sprinkle it over the fennel and then return the tray to the oven to bake for another 10 minutes.
After 30 minutes of baking the fennel should be tender and caramelized on the edges. Serve warm.