Pre-heat the oven to 450 degrees.

Rinse and dry off the cabbage. Cut into 4 quarters. Brush each wedge with olive oil and sprinkle with fennel seeds. Lightly salt and pepper.

Place in oven for 15 minutes. Turn it over and cook another 10-15 minutes watching carefully in the end so it doesn't get too black.

In a mixing bowl, combine the yogurt, 1 tablespoon of the lemon juice and chives. Season with a tiny amount of salt and ground black pepper. Taste and add more lemon juice if needed.

Place the cabbage on a platter with sauce and let guests tear pieces of cabbage with their fingers, dipping the cabbage into the sauce.