Trim stalks from fennel, reserving feathery fronds. Quarter fennel bulbs vertically, discarding cores. Cut each quarter into 1/8" lengthwise slices. Chop fronds to measure 1/4 cup, discarding remaining fronds.
Whisk together lemon rind and next 4 ingredients in a large bowl. Add fennel, fennel fronds, lettuce, and cheese; toss well. Divide salad among 8 serving plates. Serve immediately.