Set oven to start preheating to 200 C or 390 F. while you cut up chicken into 8 pieces (if using a whole chicken). Wash the chicken and pat dry. Season well with salt, pepper, and the ground fennel.
Heat 2 Tbsp. of the olive oil in a large skillet over medium heat until simmering hot. Divide the chicken into two batches and cook in the pan until golden brown on both sides (you are not trying to cook through, just brown). Use a splatter guard, because the oil will go everywhere. Remove the chicken to a plate and set aside.
Lower the heat to medium and add the remaining tablespoon of olive oil. Add the onion to the pan and stir, scraping up the browned bits of chicken in the pan. Cook onions until completely soft, about 5 minutes.
Add the garlic, bay leaves, fresh rosemary, nutmeg, Italian seasoning, whole fennel seeds, and tomate paste to the pan. Stir well, cooking until fragrant - about 30 seconds to a minute.
Pour in the red wine and cook until wine reduces by half. Add the tomatoes with their juices to the pan, along with the lemon zest.
Place the browned chicken back into the pan, uncovered, and pop into the oven. Bake until the chicken cooks through, between 25 to 30 minutes or until meat thermometer reads 160 F.
Remove chicken from the pan and allow to rest at least 10 minutes before serving. If the sauce is a little thin, pop back into the oven and allow to cook down a few more minutes until desired thickness. Season with salt and pepper to taste.
Add the chicken back the pan and serve with pasta, rice, polenta, or mashed potatoes. Finish with a generous drizzle of olive oil and some fresh chopped herbs.Pair with a salad and a glass of the red wine you used to cook the chicken in.