Position a rack in the center of the oven and heat the oven to 475° F. Line a heavy-duty rimmed baking sheet with parchment. Trim the base and core of the fennel quarters, leaving just enough of the core intact to hold the layers together. Cut into 3/4- to 1-inch wedges. In a medium bowl, toss the fennel with enough of the olive oil to coat generously, the salt, and a few grinds of pepper.
Turn the fennel out onto the baking sheet and arrange the pieces so that they are evenly spaced and lying on a cut side. If the pieces cover the baking sheet sparsely, arrange them toward the edges of the baking sheet for the best browning. Roast until the fennel begins to brown on the edges, 15 minutes. Flip the fennel and continue to roast until tender and nicely browned, 10 minutes.
Return the fennel to the bowl in which you tossed them with the oil, or put them in a clean serving bowl. If the fennel seems a bit dry, drizzle it with a little oil. Season to taste with salt, pepper, and lemon juice, if using.