Preheat your grill or grill pan and set it to a medium heat.

While the grill is heating, cut the onion into ½-inch thick slices. Then cut the stalks off of the fennel bulb so you are left just with the bulb. Cut it in half lengthwise and then, like the onion, again into ½-inch thick slices.

Brush the onion and fennel slices with olive oil and sprinkle with salt and pepper, on both sides.

Lay the slices on the grill let them cook for 3-5 minutes on each side, or until they are just starting to soften.

Place them on a platter and top with thyme, crumbled feta, a drizzle of olive oil, and a good squeeze from the lemon. Add more salt and pepper, if desired.