Preheat oven to 200°C.
Remove the end of the fennel and chop the flesh into chunks. Toss these with 2 teaspoons of oil in an oven-proof dish, then season and bake for 10 minutes.
Meanwhile, put the rosemary, lemon zest, garlic, salt and pepper in a small blender. Process until you get a textured paste. Mix in 1 teaspoon of oil. Rub the paste all over the chicken.
Heat the remaining oil in a large nonstick casserole dish over medium-high heat. Add the chicken and cook on all sides, until browned - for about 5 minutes.
After 10 minutes take the fennel out of the oven, toss with the pine nuts and put the chicken on top. Bake it in the oven until the fennel is golden and the chicken is cooked through.
Remove the chicken from the roasting dish. Mix the fennel with the vinegar in the baking dish, scraping up any browned bits.
Serve the chicken with the fennel.