Preheat oven to 400 degrees F (200 degrees C). Line a baking sheet with parchment paper or a silicone baking mat.
Place fennel slices in a bowl. Drizzle 1 tablespoon olive oil over fennel and toss to coat. Transfer to prepared baking sheet and roast in the preheated oven until fennel is cooked through and beginning to caramelize, 25 to 35 minutes.
Heat 1 1/2 tablespoons olive oil in a large skillet over medium-high heat. Add garlic; cook, stirring frequently until garlic is fragrant and light golden, 1 to 2 minutes.
Stir mussels into garlic; toss to evenly combine. Stir in roasted fennel, cherry tomatoes, and white wine. Bring to a boil, cover, and cook until mussels are all opened, 3 to 5 minutes. Stir in parsley and serve.