In 12-inch skillet, heat olive oil on medium-high until hot. Sprinkle chicken thighs with 1/2 teaspoon salt and 1/4 teaspoon freshly ground black pepper to season both sides. Add chicken to skillet in 2 batches, and cook 7 to 8 minutes per batch or until lightly browned on both sides, turning chicken over once and adding more oil if necessary. With tongs, transfer chicken thighs to medium bowl once they are browned.
Meanwhile, trim stems and tough outer layers from fennel bulb. Cut bulb into quarters, then thinly slice bulb crosswise.
After all chicken is browned, add wine to skillet and heat to boiling on high, stirring to loosen any browned bits. Boil 1 minute, stirring.
In 4 1/2- to 6-quart slow cooker bowl, combine fennel, onion, garlic, broth, tomatoes with their juice, bay leaf, thyme, and saffron. Top with browned chicken, any juices in bowl, and wine mixture from skillet; do not stir. Cover slow cooker with lid, and cook as manufacturer directs on low setting 8 hours or on high setting 4 hours.
With tongs, transfer chicken to serving bowls. Discard bay leaf. Skim and discard fat from sauce. Pour sauce over chicken. Serve with bread if you like. Makes about 8 cups.