Preheat the oven to 200°C conventional oven/ 180°C fan-forced (400° Fahrenheit/Gas 6). Grease a round baking dish with butter (alternatively, line a baking dish with baking paper).
Place the pumpkin and half of the olive oil in the baking tray. Season with salt and pepper, then use your hands to toss the pumpkin in oil. Cook until the pumpkin is tender (approximately 30 minutes). Set aside to cool.
Meanwhile, melt the butter in a medium-sized frying pan over medium heat. Add the red onion and cook, stirring, for 5 minutes or until soft. Add the radicchio and cook for 2 minutes or until slightly softened. Set aside to cool slightly.
Use a fork to lightly whisk the eggs in a small bowl. Stir in the remaining olive oil, Parmigiano Reggiano and thyme. Season well with salt and pepper to taste.
Arrange the pumpkin on the base of the baking dish. Arrange the red onion and radicchio on top of the pumpkin. Pour the egg mixture evenly over the pumpkin and radicchio. Bake the frittata for 30 minutes.
Place the rocket in a mixing bowl. Drizzle over olive oil and season with salt to taste. Use your hands to toss to combine.
Transfer the fennel and olives to a serving dish and drizzle braising liquid over top. Serve sprinkled with the reserved fennel fronds on top – buon appetito.