Make the rouille: In a blender or food processor, finely chop the peppers and garlic. Add the mayonnaise, oil, lemon juice and cayenne and process until smooth. Store the sauce in a covered jar in the refrigerator.
In a large skillet, heat the oil over medium heat. Add the onions and garlic and cook until tender and golden, about 8 minutes. Add the wine and bring to a simmer. Pour the mixture into a large slow cooker. Stir in the tomato, puree, orange zest, saffron and fennel.
Sprinkle the chicken with salt and pepper. Place the pieces in the slow cooker, spooning some of the sauce over the top. Cover and cook on low 6 hours or until the chicken is tender and coming away from the bone.
Serve the chicken and sauce in shallow bowls with the toast and Rouille.