Preheat the oven to 375 degrees F. Nestle the fennel into a skillet, baking dish, or sheet pan so that it fits in one layer. Drizzle with the olive oil, turning to coat all sides. Season with salt and pepper, then finely grate half the pecorino cheese over the top. Roast until the fennel is fork-tender, about 45 minutes.
Place the tomatoes, cut-side up, on top of the fennel. Turn the oven to broil. Broil the tomatoes until slightly charred and warmed through, 6 to 8 minutes. Sprinkle the olives and crumble the remaining pecorino cheese over the top before serving. Garnish with the parsley.
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