Using a sharp knife, slice off the root end of the fennel bulb and the stalks with the fronds. Reserve the stalks and fronds. Slice the bulb in half lengthwise and peel off the tough outer layer, if needed (if it looks okay, keep it in place). Cut out the inner core and slice the bulb halves in half again lengthwise, then slice crosswise into about 1/4-inch slices.

In a large bowl, combine the sliced fennel bulb, orange slices, lemon slices, garlic and fennel seeds. Pour 1/4 cup of olive oil over everything and season generously with salt and pepper. Toss gently to combine and coat everything with oil.

Preheat oven to 375ºF. Trim any excess fat from chicken thighs, season both sides with salt and pepper. Heat remaining 2 tablespoons of oil in a large, deep oven-safe sauté pan over medium heat. Place chicken thighs in pan skin side down and cook undisturbed until skin is nicely browned, 5 to 7 minutes. Turn off heat under skillet and transfer chicken to a plate.

Add fennel/citrus mixture to skillet, distributing it evenly on the bottom. Return chicken thighs to pan skin side up atop the fennel/citrus mixture. Place pan in the oven and roast until chicken thighs are at least 165ºF inside (use an instant read thermometer), 30 to 40 minutes. Meanwhile, roughly chop about 2 tablespoons of reserved fennel fronds.

When chicken is done, let everything rest in the pan on the stovetop for about 5 minutes. Sprinkle with chopped fennel fronds. Plate chicken thighs and spoon the fennel/citrus mixture alongside, spooning a little juice on the chicken. Serve.