1. Preheat the oven to 180°C/gas mark 6. Grease and line a baking tray.
2. Quarter the fennel and lightly brush the slices on all sides with the olive oil. Heat a griddle pan over a high heat and grill the fennel slices for a few minutes on each side until they begin to soften and become nicely charred. Set to one side to cool a little.
3. Spoon the mascarpone into a small bowl, grate in the pecorino and mix. Season to taste.
4. Roll out the pastry and cut into four similarly sized rectangles. Spread the pastry rectangles out on the baking tray, spoon a quarter of the cheese mixture on to the middle of each piece and spread it out, leaving the outer edge (roughly 1-2cm) bare.
5. Lay the fennel on the cheese base and press gently. Sprinkle with a little salt, then brush the edges of the pastry with milk.
6. Set the tray in the oven and bake the tartlets for 20-25 mins until the pastry is golden brown on top and crisp underneath. Leave to cool for a few minutes before serving.