Wash the fennel bulbs and cut them into slices about 2 cm (3/4 inch) thick, or into wedges (about 6 per bulb).
Arrange them neatly in a well-oiled baking dish in a single layer without overlapping. Season with the olives, rinsed capers, whole garlic cloves, lemon zest, olive oil, salt, and pepper.
Bake in a preheated oven at 180°C (350°F) for about 40 minutes, or until tender. Once cooked, switch to the grill/broiler setting for a few minutes until the surface is nicely golden brown.
Meanwhile, prepare the crispy breadcrumbs. Heat 1 tablespoon of olive oil in a non-stick skillet with a halved garlic clove and red pepper flakes (to taste). Add the breadcrumbs and toast until golden and crisp. Remove from the heat, let cool, and then stir in the chopped fresh parsley.
Serve the baked fennel topped with the aromatic crispy breadcrumbs.