1. Adjust oven rack to lowest position, place large rimmed baking sheet on rack, and heat oven to 500°F. Cut broccoli at juncture of florets and stems; remove outer peel from stalk. Cut stalk into 2 to 3-inch lengths and each length into 1/2-inch-thick pieces. Cut crowns into 4 wedges if 3 to 4 inches in diameter or 6 wedges if 4 to 5 inches in diameter. Place broccoli in large bowl; drizzle with 3 tablespoons oil and toss well until evenly coated. Sprinkle with salt, sugar, and pepper to taste and toss to combine.

2. Working quickly, remove baking sheet from oven. Carefully transfer broccoli to baking sheet and spread into even layer, placing flat sides down. Return baking sheet to oven and roast until stalks are well browned and tender and florets are lightly browned, 9 to 11 minutes.

3. While broccoli roasts, heat remaining oil in 8-inch skillet over medium heat until just shimmering. Add shallots and cook, stirring frequently, until soft and beginning to turn light golden brown, 5 to 6 minutes. Add fennel seeds and continue to cook until shallots are golden brown, 1 to 2 minutes longer. Remove skillet from heat. Toss roasted broccoli with shallots, sprinkle with Parmesan, and serve immediately.

Serves 4