Warm olive oil in large skillet with cover over high heat. Add chicken and brown well on all sides. Remove chicken and set aside. Add onion to skillet and saute until translucent; remove and reserve. Reduce heat to medium; add rice, cumin, paprika and fennel seeds. Cook, stirring constantly, for 1 minute. Lay chicken on top or rice, returning any juices back to skillet. Spoon reserved onions on top and around chicken; top with lemons and sprinkle with olives. Gently pour chicken broth and white wine over casserole and sprinkle with lemon juice.

Reduce heat to very low; cover the skillet tightly and let simmer for 35 to 45 minutes, until the rice and lemon slices are tender and the chicken is cooked through (meat thermometer should register 170 degrees F.). Serve immediately. Serves 4.