Cut fennel in half lengthwise. Remove fennel fronds and save for later.
Toss lemons and fennel in olive oil.
Grill on a preheated medium heat Bull Grill until grill marks have appeared. Approximately 3-4 minutes on each side. Remove from heat and let cool to room temperature or place in fridge for later use.
Arrange fennel on a plate or bowl and squeeze grilled lemon over it. Season with salt, pepper and garnish with fennel fronds. Top with shaved Romano cheese.