Gratin:
Lightly oil shallow 2 qt glass baking dish. Heat olive oil in large wide pot over medium heat.
Add onion and garlic; sautee until soft but not brown, about 5 mins.
Add fennel; increase heat to medium high and sautee until fennel is slightly softenedand beginning to brown, stirring freq, about 18 mins.
Stir in broth, sherry, parsley, thyme, salt and pepper; simmer until most of liquid is absorbed, about 5 mins.
Transfer to prepared baking dish.

Crumb Topping:
Melt butter in large non stick skillet over medium heat. Add panko; sautee until golden, about 3 mins. Remove from heat; cool to room temp.
Stir Pecorino, parsley and peel into panko.
Preheat oven to 425 deg F
Sprinkle panko mixture over fennel.
Bake until gratin is heated through and topping is deep golden, about 20 mins. Serve warm.