1. Preheat your oven to 300 °F.

2. Spread the walnut pieces on a baking sheet, and sprinkle with a 1-2 Tbs of water, and salt.  Roast for 10-15 minutes, stirring once.  Check after 10 min, as they tend to burn fast.  Reserve for later.

3. Increase the oven temperature to 400 °F.

4. Cut off the tip of the head of garlic, without separating the individual garlic cloves, drizzle with olive oil, and wrap in aluminum foil. 

5. Clean the fennel bulbs, by removing the leafy parts, and cutting off the bottoms.  Cut in half and remove the core.  Slice each half thinly.

6. Toss the sliced fennel with the olive, oil and salt, and spread on a baking sheet.  Add the wrapped garlic head in the corner.  Roast in the oven for 40 minutes, or so, stirring once or twice.  Check on the garlic after 30 minutes - it should develop a deep caramel color, and it should be sticky and soft. 

Make the dressing:

1. Squeeze the garlic pulp out, and using a mortar and pestle, mash it with some sea salt.  Add the lemon juice, balsamic vinegar, and mix well, then add the olive oil, a little at a time, until fully incorporated.  Taste and adjust the salt if needed. 

Assemble the dish:

1. Lightly toss the caramelized fennel with half of the chopped parsley, and dressing, and arrange on a shallow dish.  Sprinkle the crumbled goat cheese, and toasted walnuts on top, and add the rest of the parsley, and dressing.