Bring a large pot of water with the wine to a boil, and blanch the fennel for 10 minutes. Remove and set aside to cool. Slice the bulb in half, and into quarters. Slice the fennel in ¼” thin wedges, keeping the core intact to hold each wedge together. Lightly dust the surfaces with salt, pepper, thyme and lemon zest, and grill for 10 minutes each side, or until the fennel softens, but still has a slight crunch. Grill longer if you prefer a softer fennel.