1. Cut the feathery leaves off the fennel. Wash, dry and chop the leaves and keep them to one side in a covered bowl. Trim, wash and halve the fennel bulbs.
2. Melt the butter in a large frying pan or saucepan and caramelise the sugar in it, stirring continuously. Add the fennel, sprinkle with salt and stir until completely covered in the caramelised sugar, then lightly brown the fennel over a moderate heat.
3. Add the wine, reduce the heat and braise in a covered pan for 25 minutes, until tender.
4. Drain the fennel, reserving the cooking liquid. Stir the lemon juice and diced cheese into the cooking liquid.
5. Arrange the fennel in an ovenproof dish, pour on the cheese sauce and brown in a hot oven (220°C, 425°F, gas 7) for 10 minutes.
6. Before serving, sprinkle the fennel with the chopped leaves.
Serve with: Wiener Schnitzels, and Potato Croquettes