Brush the grill grate lightly with oil and preheat the grill to high. Alternatively, if using a grill pan, brush the pan with a little oil and place over medium-high heat.
Trim the bottom and stems of the fennel bulb and cut lengthwise into ¼ in [6 mm] thick slices. Put them on a baking sheet, add the snap peas, and brush the vegetables with the olive oil. Put the vegetables on the gril