Cut the fennel fronds even with the top of the bulb. (Some of the nice ones may be saved for garnish.) Trim a thin slice from the bottom. Wash and dry. Slice, lengthwise, into 1/4-inch slices. The solid section on the root end will hold together the slices.
Brush with olive oil and sprinkle lightly with salt.
Grill over a hot grill just until lightly browned, but still crisp tender. Turn once.