Preheat oven to 425 degrees F (220 degrees C). Bring a large pot of lightly salted water to a boil. Add baby fennel, and cook until just tender, about 10 minutes, then drain.
Butter the bottom of a shallow baking dish, and sprinkle with garlic, rosemary, and shallots. Arrange the fennel in the baking dish, and pour in the white wine. Season with salt and pepper.
Bake uncovered in preheated oven for 30 minutes, basting occasionally. Set the oven to Broil, then sprinkle the fennel with crumbled goat cheese. Broil for a few minutes until the cheese has melted.
