Lightly oil shallow 2-quart glass or ceramic baking dish.
Heat 5 tablespoons oil in large wide pot over medium heat. Add onion and garlic; sauté until soft but not brown, about 5 minutes. Add fennel; increase heat to medium-high and sauté until fennel is slightly softened and beginning to brown, stirring frequently, about 18 minutes. Stir in broth and next 4 ingredients. Reduce heat to medium-low; simmer until most of broth is absorbed, about 5 minutes. Transfer to dish. DO AHEAD Can be made 1 day ahead. Cool slightly; cover and chill. Let stand at room temperature 1 hour before baking.