Preheat oven to 400° F. Line large sheet pan with parchment paper. Remove stalks from fennel bulbs and cut bulbs in half lengthwise. Cut each halved fennel bulb into ½ inch thick slices and arrange slices on sheet pan evenly, not overlapping.
In bowl, combine half the olive oil and garlic. Brush mixture over sliced fennel. Toss remaining olive oil with gnocchi in bowl and make sure all the gnocchi is well coated with oil. Spread gnocchi out directly onto pan around fennel slices.
Sprinkle thyme, oregano, salt, and pepper evenly over fennel and gnocchi. Roast in oven for 25 minutes. After 25 minutes, mix melted butter with lemon juice and drizzle evenly over fennel gnocchi mixture. Gently toss to make sure all the gnocchi are coated. Sprinkle lemon zest and Parmesan cheese over mixture and return tray to oven for an additional 10 minutes, or just until fennel is tender and caramelized on edges and gnocchi has started to slightly brown. Serve warm.