Preheat the oven to 400 F/ 200 C/ gas mark 6. Line a baking sheet with parchment paper. Cut the fennels lengthways into chunks and place on the baking sheet. Season, drizzle with approx. 2 tablespoons of olive oil and pop in the oven for 30 minutes or until tender, turning over halfway through. Remove from the oven and increase the oven temperature to 220 C.
In the meantime prepare the sauce. In a large shallow oven proof pan (with a lid) heat up 2 tablespoons of olive oil. Add the onion, garlic, celery and bay leaf and cook for 3 minutes over a medium heat, stirring occasionally. Add the wine, carrot, pepper, beans and tomatoes and stir well.
Add the sun-dried tomatoes, oregano , season to taste, stir, cover and bring to the boil. Lower the heat and simmer for 25 minutes.
Tuck the roasted fennel pieces into the sauce mixture, crumble over the feta, drizzle with a little more oil and bake/broil in the upper part of the oven for about 10 minutes. Remove from the oven and serve with pasta, rice or crusty fresh bread.
Fennel: Use a large baking sheet to ensure the fennel pieces have plenty of space to roast evenly. You can roast the fennel ahead and refrigerate until you are ready to add it into the casserole. Add the juices from roasting, if any, into the casserole too.
Beans: I used haricot beans but you can use another bean variety if you prefer. I chose haricot simply because I wanted small beans that wouldn't dominate the sauce.
Feta: You can swap the feta for a bit of grated cheddar or parmesan or omit the cheese altogether and enjoy this dish vegan.
Herbs: I only used a little oregano but thyme, parsley or basil would make good alternatives. You can also use some herbes de Provence if you like.
Storing: Any leftovers can be refrigerated for up to 3 days.