Preheat the oven to gas 6, 200°C, fan 180°C. Bring a pan of water to the boil, add the fennel and onions and cook for 5 minutes, or until tender. Drain and tip into a large baking dish.
Mix the crème fraîche and chicken stock, and season with pepper, salt and grated nutmeg. Spoon the sauce over the vegetables then scatter over with the grated Parmesan cheese.
Bake the gratin for about 20 minutes, or until bubbling and golden. Let it sit for a few minutes before serving.
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