Mix 4 tablespoons softened butter with 1 tablespoon fennel seeds, 2 teaspoons sugar, and salt and pepper to taste; use some of the mixture to grease a baking dish. Rub 4 cored apples inside and out with the remaining butter mixture. Place 4 thick onion rounds in the dish and top with the buttered apples. Add a quartered fennel bulb to the dish. Bake at 425 degrees until the apples are soft, 1 hour.