1Place chicken in shallow glass or plastic dish. In small bowl, mix oil, lemon peel, lemon juice, oregano and salt; pour over chicken. Cover; let stand 15 minutes.
2Heat gas or charcoal grill. Remove chicken from marinade; reserve marinade. Brush fennel and onion with marinade.
3Place chicken (skin sides down), fennel and onion on grill over medium heat. Cover grill; cook 15 to 20 minutes, turning once and brushing frequently with marinade, until juice of chicken is clear when thickest part is cut to bone (170°F). Discard any remaining marinade.