Cut each fennel bulb in half lengthwise, then cut each half into 6 wedges. In a roasting pan or large baking dish, combine the fennel, tomatoes, garlic, lemon, oil, 1 1/2 teaspoons of the salt, 1/4 teaspoon of the pepper, and the thyme. Spread the mixture into a single layer. Roast until the fennel is tender, about 40 minutes.