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Preheat oven to 425 degrees. Pat chicken thighs dry and season all over with sea salt.
Trim ends off lemon. Cut half into thin rounds. Reserve remaining half for later.
Heat 2 tablespoons olive oil in large ovenproof skillet over medium heat. Add chicken thighs and cook 5-8 minutes, until opaque around edges and golden brown on one side. Transfer to plate and set aside.
Adjust heat to medium-high and add sliced fennel, shallots, and lemon rounds to skillet. Cook 4 minutes, stirring occasionally until fennel begins to soften. Season with sea salt and pepper and remove from heat.
Arrange tomato slices and chicken, browned sides up, over fennel mixture; season with sea salt and pepper.
Transfer skillet to oven and roast 15–20 minutes until chicken thighs are cooked through, juices run clear, and vegetables begin to caramelize. Remove from oven.
Squeeze juice from reserved lemon half into a small bowl. Add chopped fronds and stir in remaining ¼ cup olive oil; season with sea salt and pepper.
Spoon fennel oil over chicken and serve.