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Heat oven to 425°. In a bowl, toss together fennel, milk, and 1 cup Parmigiano Reggiano; Season with salt, pepper and nutmeg. Transfer to a 3 quart baking dish; dot with butter. Cover dish with foil; bake for 1 hour. Uncover baking dish; sprinkle with remaining Parmigiano Reggiano. Bake until fennel is tender, about 30 minutes.