Preheat oven to 400 degrees.
Cut top heads of broccoli off and separate into medium florets. Take the stems and use a paring knife or peeler to remove the outer skin then chop into small pieces.
Arrange the broccoli pieces on a cookie sheet, drizzle with some olive oil and season with salt and pepper. Toss to coat.
Transfer to the oven and roast for 12 minutes.
Remove the broccoli from the oven and sprinkle the cheese evenly over the top and bake until the cheese melt and forms a crisp shell over the broccoli, about 12 minutes. After removing the tray from the oven, squeeze lemon juice generously over the broccoli.