Preheat oven to 400 degrees. Line sheet pan with parchment paper and set aside
Wash fennel bulbs, trim off any stalks and fronds and set aside. Trim off bottom or root end of fennel bulb. Cut fennel bulb in 1/2 lengthwise and cut fennel bulb 1/2's into wedges, making sure to cut through the inner core to help keep each wedge together.
In a medium sized bowl whisk together olive oil, orange zest, orange juice, dijon mustard, chili powder, salt and pepper until combined.
Add fennel bulbs to citrus mixture and toss together to evenly coat fennel bulbs. Marinate in mixture for 20 minutes.
Remove fennel bulbs from bowl and place on prepare sheet pan in a single layer, (if it's too crowded use 2 sheet pans). Drizzle remaining marinade in bowl over the top of fennel.
Place in pre heated oven and roast for 45 minutes or until fennel is browned and soft , turning fennel over 1/2 way through roasting.
Place roasted fennel on serving dish. Chop some of reserved fennel fronds and sprinkle on top. If you have extra orange, chop up some to add to the top as well.