Combine the balsamic, lemon zest and juice with the oil, season.
Mix the fennel with the oil, season with salt.
With the lid down, grill the fennel over/on a medium heat (approx. 200°C) for approx. 5 mins. on each side. Plate up the fennel, season with salt. Drizzle with the dressing, sprinkle the cheese on top.