- Toss sliced fennel with the ½ tablespoon of olive oil, salt, and pepper.
- In a large sauté pan over medium-high heat, warm 1½ tablespoons oil. Add fennel to the hot oil and sear on both sides until golden brown. Remove and place in an 8×8-inch casserole dish.
- Preheat oven to 350 degrees. Add remaining 1 tablespoon oil, onion, and sausage to a large sauté pan over medium heat. Cook over medium heat, stirring constantly and breaking up the sausage with a wooden spoon. When sausage starts to brown, add sliced garlic, thyme, and rosemary and continue to cook for another 2 minutes, stirring to prevent garlic from browning. Add vermouth and cook until fully evaporated. Add heavy cream and salt and bring to simmer.
- Pour mixture over fennel in casserole dish and bake until cream reduces by half, about 20 minutes.