In large deep-sided ovenproof skillet or wide saucepan, heat 1 tablespoon oil over medium-high heat. Add half the fennel wedges and cook until brown on one side, about 3 minutes. Flip, add a pinch of salt, cook 2 more minutes, and remove from pan, adding more olive oil if needed. Repeat to cook the remaining fennel. Wipe out pan.
Add fennel seeds and toast until fragrant, about 1 minute. Set aside.
Heat remaining 1 tablespoon oil over medium heat. Pat chicken thighs dry with paper towel and add to pan in single layer. Cook until browned, about 4 minutes. Turn chicken over, sprinkle garlic slices onto surface of pan between the chicken pieces and cook until fragrant, about 30 seconds. Add stock and toasted fennel seeds and tuck fennel pieces and lemon slices around chicken.
When stock comes to a boil, about 3 minutes, transfer pan to oven. Cook until chicken is cooked through, pan juices are thickened and the fennel is glazed, 22 to 25 minutes. Serve topped with parsley.