Lightly oil a rectangular ovenproof dish. Put the olive oil in a large, deep frying pan over a medium heat. Add the chopped pepper and fennel and stir around, then cover and leave to cook, stirring occasionally, for 10–15 minutes.
Meanwhile, put the lasagne sheets into a sink of hot water into which you have sprinkled a few drops of oil. Leave for 8-12 minutes until the pasta is just so