Remove the outer stalks of the fennel bulbs, trim them, cut them in half lengthwise, and parboil in salted water for 10 minutes, then drain thoroughly.
Preheat the oven to 180°C fan / gas mark 6. Pour the olive oil into a large, heavy sauté pan and place the parboiled fennel halves cut-side down. Lightly salt and cook over low heat until the cut surfaces are an even golden brown.
Turn the fennel halves over, add the chopped onion, and cook until the rounded surfaces are lightly colored.
Stir the contents gently with a wooden spoon to ensure the onion pieces do not become too darkly browned.
Transfer the pan's contents to a gratin dish, arranging the fennel halves cut-side down.
Over high heat, deglaze the sauté pan with the white wine, scraping the bottom and sides with a wooden spoon.
Pour the boiling wine over the fennel and onion and bake for 15 minutes, or until the wine reduces to a near syrup.