I don't do it often, but to cook Florence fennels in milk is a very Italian method, not really used much overseas (or at least, I haven't noticed it!). The fennels seem to acquire a really special taste when cooked in milk, and after this first 'stage' they are usually baked in the oven or placed under the grill, with or without toppings. A big tray would have several fennels, but becasue I only had three fennels I decided to add some lasagna sheets to make sure that they would not 'dry up' too much in the second cooking stage in oven.
Fennels Cooked in Milk
Wash three Florence fennels and cut like in the photo.
Gently (very gently) simmer the fennels in milk (about half a litre) until they are quite tender (about 30 minutes). Watch the pot at all times: the milk may boil out. Lift out the fennels, but keep the milk in the pot.
I didn't want to put the fennels straight into a pan, so I placed three lasagna sheets on the bottom (I used Barilla egg lasagna). Fennels on top, salt, pepper and parmesan cheese.
I made a sauce with the milk from cooking the fennels, I just added one tbsp of flour and some butter, salt, pepper and a little freshly grated nutmeg. Stir until you have a thin velvety sauce.