Heat the oven to 250C (230C fan)/ gas 9+. Put the fennel, two and a half tablespoons of the oil, a third of a teaspoon of salt and a good grind of pepper into a large, oven-proof saute pan for which you have a lid. Toss to coat, then pour in 100ml vegetable stock, transfer the pan to the oven and roast for 30 minutes, stirring a couple of times, until the fennel is soft and well browned. Remove from the oven and turn down the heat to 220C.
Add the wine, dill, orzo, remaining stock, a teaspoon and a quarter of salt and a good grind of pepper to the pan, and stir everything together. Cover the pot with a lid and return to the oven for 20 minutes, or until the orzo is cooked through and most of the liquid has been absorbed.
Remove the lid and return to the oven for eight minutes more, until the pasta mix is golden around the edges. Sprinkle the extra dill and the remaining tablespoon and a half of oil all over the top and serve warm.