Cut off the stems of the fennel bulbs, remove the outer stalks and wash them well.
Preheat the oven to 375°. Bring the water to a boil in a large pot. Add the bouquet garni and the bulbs and cook, uncovered, for 25 to 30 minutes, or until tender but still crisp. Drain, cool, and squeeze the bulbs gently to remove the excess water. Cut the bulbs in half lengthwise and arrange them on a baking dish. Sprinkle with the olive oil, cheese, salt, and pepper. Bake for 10 minutes.
Before serving, garnish with the fennel leaves, cut finely over the dish with scissors.