Cut the stems from the bottom of the fennel. Cut in half and cut in a triangle around the hard center then slice.
Lightly coat the bottom of a large casserole dish with oil. Lay the fennel and apple slices in a casserole dish. Drizzle with more oil, ½ teaspoon salt, pepper and nutmeg. Cover tightly with foil and bake for 35 minutes..
Toast the bread slices, cool then blend into breadcrumbs (skip this step if using pre-made breadcrumbs). Mix the breadcrumbs, parsley and Parmesan in a bowl. Set aside.
Remove the foil and sprinkle the top of the fennel and apples evenly with the breadcrumbs. Bake for 20 more minutes until the top is golden brown.