Fire up. Prepare a grill for 2-zone cooking. On a charcoal grill, place a chimney full of lit charcoal briquets to one side of the grill's charcoal grate in order to create direct and an indirect cooking zones. You want one side scorching hot and the other side at about 300°F (148.9°C). Add 2 to 3 chunks of your favorite smoking wood to the charcoal for flavor. On a gas grill, adjust the temperature knobs so that one half of the grill is as hot as possible and the other half is approximately 300°F (148.9°C).
Prep. Cut the fennel bulbs into quarters lengthwise, then cut out the cores from each piece. With the cores gone, cut each piece of fennel lengthwise into slices about 1/4 inch (6.4 mm) thick. You’ll end up with a bunch of short fennel strips.
Move the fennel into a medium bowl and squeeze in the juice from the lemon (through your other hand to catch the seeds). Cut the lemon rind into 4 pieces and drop them in the bowl. Add the oil, thyme, salt, pepper, and pepper flakes. Mix well to coat everything. Taste a piece of fennel and add any seasoning if you think it needs it.
Grill roast the fennel. Add the seasoned fennel to the grilling basket and shake it into a single layer. Move the basket to the cooler side of the grill, cover the grill, and grill roast until the fennel is tender and lightly browned at the tips, 20 to 25 minutes, stirring now and then to prevent burning. When done, let the fennel cool in a basket.
Serve. Use immediately or refrigerate in an airtight container for up to 4 days. Reheat any leftover fennel as a vegetable side dish or mix it into pasta.
