Heat oven to 425°F. Toss fennel and lemon slices with 1 tablespoon oil and 1/4 teaspoon salt in shallow 9-by-13-inch dish; add broth.
Pat thighs dry. Mix rosemary, thyme, garlic, and 1 teaspoon oil. Gently loosen skin; rub mixture on meat underneath.
Set thighs skin-side up over fennel. Rub skin with remaining 2 teaspoons oil, remaining salt, and pepper.
Roast 40 to 50 minutes until fennel tender and thickest meat 175 to 185°F. Tuck exposed lemon beneath vegetables if edges become very dark.
Rest 5 minutes. Squeeze remaining lemon half over fennel and juices; serve chicken with vegetables alongside.