Heat the oven to 425°F. Toss fennel and lemon slices with 1 tablespoon oil and 1/4 teaspoon salt in a shallow 9-by-13-inch baking dish; add the broth.
Pat thighs dry. Mix rosemary, thyme, garlic and 1 teaspoon oil, then loosen the skin gently and rub the mixture directly on the meat beneath it.
Set thighs skin-side up over the fennel. Rub skin with the remaining 2 teaspoons oil, remaining salt and pepper.
Roast for 40 to 50 minutes until the fennel is tender and the thickest meat reaches 175 to 185°F. Move any exposed lemon slice beneath the vegetables if its edge becomes very dark.
Rest for 5 minutes. Squeeze the remaining lemon half over the fennel and pan juices, then serve the chicken with the vegetables alongside it.