Begin by boiling, or even better, steaming fennel bulbs, trimmed of their stalks and cut into halves or quarters, according to their size. When they are tender—a knife should slide easily in and out of them—drain them well. Let them cool a bit and, when they are cool enough to handle, either cut them into small dice or purée them, as you prefer. (I also like to add some of the fronds from the stalks for extra flavor.) A food processor works well for the purpose. Then melt a good amount of butter in a skillet and add your fennel, allowing it to absorb the flavor of the butter and to evaporate any residual liquid.

Now make some béchamel in a separate saucepan, in the usual way (see this post), using 2 cups of milk. Add the béchamel to the sautéed fennel, and season to taste with salt, pepper and a handful of grated parmesan cheese. Allow the mixture to cool off and then add the eggs. Mix everything up well and pour into a well-greased loaf pan or other mold (see Notes below). Place your mold into a larger baking pan and pour water around the sides, to make what the Italians call a bagnomaria or 'bain-marie' in French and English:

Sformato in Bain Marie

Place the baking dish into a moderately slow oven (about 325F, 170C) and bake until the mixture has fully set. To test doneness, insert a paring knife or skewer inserted into the mold; it should come out completely clean. Baking time varies according to the size and shape of your mold, but for the loaf pan shown in the picture, it took about an hour. Individual molds will, of course, take much less time, as little as 15-20 minutes.

Let the sformato cool for about 15 minutes or so. Loosen it from its mold by running a knife along the edges of the pan. Then unmold itonto a serving platter. This can be done by placing the platter over the loaf pan or other mold, then holding pan and platter together with both hands, flipping it over. Gently remove the pan, revealing your sformato in all its glory. Serve warm or at room temperature.