Using a very sharp knife, cut the top and bottom from the fennel bulb and then remove tough outer layers.
Heat a large skillet or sauté pan over medium-high heat. When hot, add the olive oil and then the fennel slices. Spread the fennel out in the pan to encourage browning.
Cook for 10-12 minutes, flipping the fennel slices every few minutes, until golden brown.
Remove the fennel from the pan and drain off any excess oil. Season with salt, pepper and lemon juice, to taste. Serve.