Preheat the oven to 350 degrees.
Heat 1 tablespoon olive oil in a large (10-inch) oven-proof skillet and sear the chicken over medium-high heat until golden but not cooked through, about 2 minutes per side. Remove to plate.
Reduce the heat to medium and add an additional 1 tablespoon of olive oil to the skillet. When hot, add the fennel and mustard seeds and, as soon as they begin to pop (which will take less than a minute), add the onion and the garlic. Add the last tablespoon of oil, if needed, as you stir fry the onions until they are beginning to brown, about 3 minutes.
Add the remaining ingredients (cumin through tomato sauce), and bring to a boil. Reduce heat to low and simmer for 15 minutes.
Remove the pan from heat, place the chicken in the tomato mixture, turning a bit to coat with the sauce, and bake for 15 minutes or until the chicken is just cooked through.
