Place fennel seeds on a cutting board and crush with the bottom of a small saucepan. Set aside.
Season chicken with salt and pepper. Heat oil in a large skillet over medium-high heat. Add the chicken and cook, turning as needed, until browned all over, 5 to 7 minutes total. Transfer to a plate.
Add onion to the pan and cook, stirring often, until softened and starting to brown, 3 to 5 minutes. Add garlic, crushed red pepper, and the crushed fennel seeds; cook, stirring, until fragrant, 30 to 60 seconds. Add orange juice and bring to a simmer. Cook for 1 minute. Add tomatoes and bay leaf; return to a simmer. Cook for 1 minute, mashing the tomatoes with a potato masher.
Return the chicken and any accumulated juices to the pan. Adjust heat to maintain a simmer. Partially cover the pan; cook until the chicken is tender and an instant-read thermometer inserted into the thickest part of the thigh without touching bone registers at least 175 degrees F, 40 to 45 minutes. Discard the bay leaf. Stir in olives and orange zest.
