Preheat oven to 475°
In a large bowl, combine half the olive oil, rosemary, ground fennel, salt and pepper. Add chicken and turn to coat.
In another large bowl, add Brussels sprouts, pancetta, wine, lemon, shallots, garlic and sage.
Drizzle over remaining olive oil, season with salt and pepper and toss together.
Pour Brussels sprout mixture onto sheet pan. If mixture has excess liquid, drain it off first. The spouts can't roast properly if too wet.
Place chicken thighs into Brussels sprouts skin side up.
Roast until sprouts are tender and juices in chicken run clear. About 30-40 minutes.