Trim off the stalks of the fennel bulbs and reserve any fronds. Cut the bulbs in half lengthwise, and then cut each half into 1/2-inch thick wedges.
Place the fennel wedges in a bowl and drizzle with olive oil. Season generously with salt and pepper.
Preheat your grill, either gas or charcoal, to medium-high heat.
Place the fennel wedges on the grill and cook for 4-5 minutes per side or until tender and lightly charred.
Transfer the grilled fennel to a serving platter and squeeze fresh lemon juice over the top (if desired). Garnish with reserved fennel fronds.