cut fennel lengthwise into wedges about 1.5” wide (leaving core intact).
In a 3 to 4 quart pan, combine potatoes, fennel wedges, bay leaf, and fennel seed. Add enough half-and-half to fully cover the potatoes and fennel. Season generously with kosher salt and freshly ground black pepper. Over medium-high heat, bring the half-and-half to a simmer, then lower heat to just maintain the simmer. Cook until the potatoes and fennel are soft and tender, about 20 minutes. Take off the heat. The potatoes and fennel should be fully cooked at this point.
While potatoes and fennel are braising, preheat broiler to medium-high. In a small bowl, combine rosemary, thyme, pecorino, and orange zest.
Remove potatoes and fennel wedges from the half-and-half with a spider or slotted spoon, and transfer them to a gratin or casserole dish. Some of the half-and-half will cling to the vegetables, which is a good thing. Make sure to generously coat the bottom with olive oil to prevent sticking. Taste the potatoes and fennel for seasoning – if you need more salt or pepper, add them now. Toss with olive oil (about 1 tablespoon), then the herb-cheese-orange zest mixture. Arrange the potatoes and fennel wedges in a single layer to promote even browning.
Place the casserole dish under the broiler (about 6 inches away from the source of heat). Broil for about 3 to 5 minutes, or until the potatoes and fennel are caramelized and crispy around the edges. (I typically brown the vegetables more than the ones in the picture above -- just leave them under the broiler until they've reached your desired crispness!).