Preheat the oven to 180°C.
Peel the onion and cut it into wedges. Peel the parsnips, cut them into four long pieces. Cut the fennel lengthwise into 6-8 pieces (depending on size).
Place the chicken legs in a large baking dish and scatter the vegetables around them. Season with salt & pepper. Tuck in the bay leaves.
Mix the oil with the garlic, fennel seeds and lemon juice, then drizzle over the dish. Cut the lemon into wedges and put them in the tray.
Bake for 15-20 minutes, then turn over the vegetables and chicken pieces. Bake for another 15-20 minutes.
When the chicken is golden, the vegetables are soft, take the tray out of the oven and serve.