When finocchio is boiled, it develops sweetness and its anise fragrance becomes light as a whisper. The dressing that complements it so well is an unusual one of parsley, anchovies, and grated Parmesan.
Cut off the finocchio tops down to the bulb. Trim away a thin slice from the flat bottom of the root end. Discard any blemished or discolored outer leaves. Thinly peel the thickest outside leaves to remove some of the threads. Soak the finocchio in cold water for about 15 minutes, then rinse in 2 or 3 changes of water.
Bring 4 to 5quarts of water to a boil and drop in the finocchio. Cook until the root end feels tender but firm when pricked with a fork. Drain and set aside to cool completely.
In a small bowl put the chopped parsley, anchovies, salt, pepper, vinegar, and grated cheese. Mix thoroughly, beating the ingredients together with a fork until they become blended into a homogeneous pulplike consistency.
Trickle the olive oil into the bowl in a thin stream, beating it into the dressing with a fork.
Squeeze the finocchio gently with your hands, forcing out any water. Cut it in half lengthwise, then into wedges about 1inch thick. Place the wedges on a platter and pour the dressing over them. Serve at room temperature.