Preheat oven to 400°F. Place olives, pimientos, and olive oil in 1 ½ quart baking dish.
Remove zest of lemon in long strips using vegetable peeler and cut lengthwise into ¼-inch wide strips. Halve and juice lemon. Add lemon zest strips to dish, with rosemary, garlic, red pepper flakes and fennel seeds. Toss to combine.
Bake for 20 minutes or until flavored through. Toss in Queso Fresco and spoon into serving bowl. Drizzle with lemon juice. Serve warm or room temperature with sliced baguette.