1. Cut off the top of the fennel bulb, and parboil whole for 5-10 minutes. Cut into quarters or sixths, lengthwise.
2. Place in an oval or round terra cotta baking dish, coat with olive oil and add the wine and garlic. Season with salt and pepper.
3. Place in a moderate to hot oven for 15 minutes, or until the fennel is soft when pierced with a fork. If the tops are browning too fast, cover with foil, then remove the foil for the last few minutes. The wine should reduce to make a nicely flavored sauce.
4. Put the baking dish straight on the table.