1. Preheat oven to 375°.
2. Cut each bulb in half lengthwise. Remove most of core using a sharp knife. Cut each bulb half lengthwise into quarters. Combine fennel, 1 tablespoon oil, 1/4 teaspoon salt, 1/4 teaspoon dill, and pepper in a small roasting pan; toss well to coat. Cover and bake at 375° for 20 minutes or until almost tender.
3. Uncover fennel; bake an additional 20 minutes or until lightly browned and tender, turning occasionally. Place fennel in a large bowl. Add remaining 1 1/2 teaspoons oil, remaining 1/4 teaspoon salt, remaining 1/4 teaspoon dill, and juice; toss gently to combine.