Remove the stalks from each fennel bulb and discard. Cut the bulbs in half lengthwise through the core. Remove most (but not all) of the core by cutting a V-shaped wedge, leaving the wedges intact. Cut each piece into 2, 3, or 4 wedges, depending on the size of the bulb. Arrange the wedges, cut side up, in a gratin dish just large enough to hold them snugly in a single layer.
Pour the chicken stock and wine over the fennel, then sprinkle with 2 teaspoons of salt and 3/4 teaspoon of pepper. Dot with the diced butter.
Cover the dish tightly with aluminum foil and bake for 35 to 45 minutes, until the fennel is tender. Remove from the oven and raise the oven temperature to 425 degrees F.
Meanwhile, make the topping. Combine the melted butter, panko, Parmesan, parsley, zest, 1 teaspoon salt, and 1/2 teaspoon pepper. Sprinkle evenly on top and return to the oven. Bake uncovered for 30 minutes, until the topping is browned. Serve hot or warm.