Blanch the fennel bulbs in a large saucepan of boiling water for 5 minutes, until the layers have separated and softened slightly. Drain and set them aside.

Press the cottage cheese through a fine sieve into a bowl, and crumble the Roquefort cheese into the bowl. Add ground black pepper, and beat well.

In another bowl, blend the breadcrumbs with the safflower oil. Set aside.

Preheat your oven to 350, open the layers of the fennel slightly.

Set one-third of the cheese mixture aside, but spread the remaining cheese mixture on each layer of the fennel bulbs, and tuck in a few watercress leaves. Repeat with each bulb.

Place two bulbs, cut side down, in four individual gratin dishes (or use one shallow oven dish).

In a small saucepan, blend the cornstarch with 3 tablespoons of milk. Add the remaining milk, and cook over medium heat whisking continuously, until sauce has thickened slightly.

Remove the pan from the heat, stir in the vermouth and the reserved cheese mixture.

Spoon the sauce over the bulbs, and sprinkle the oiled breadcrumbs on top of all.

Bake for about 20 minutes, until the crumbs are golden.