Heat oven to 450[degrees] F. Drop the garlic into a food processor with the motor running and the knife blade in place and process until finely chopped. Add the rosemary, fennel seeds, 1 teaspoon each of salt and pepper, and 3 tablespoons of the olive oil and pulse to make a paste.
Cut 10 slits in the lamb, about 1/2 inch deep. Push some of the garlic paste into the slits and rub the remaining paste all over the lamb. Place the lamb in a small roasting pan and set aside.
Remove the stalks and tough outer leaves from the fennel bulbs and cut each into eighths. In a shallow baking pan, combine the fennel and onions with the remaining salt, pepper, and oil, and toss to coat well.
Place the lamb and vegetables in the oven, roast for 1 hour, then remove. Cover the vegetables with foil to keep warm.
Check the internal temperature of the lamb with an instant-read thermometer. Continue roasting until it reaches 130[degrees] F for medium-rare, or 135[degrees] to 145[degrees] F for medium, checking every 10 minutes.
Remove the lamb from oven, transfer to a cutting board, cover loosely with foil, and let rest for 15 to 20 minutes.
Heat the roasting pan over medium-high heat. Add the wine and scrape up any browned bits on the bottom. Boil until reduced by half, about 2 minutes. Add the broth and juice and boil until reduced to about 1 cup, about 4 to 5 minutes more. Season to taste with salt and freshly ground pepper.
Carve the lamb into thin slices and place on a platter with the vegetables. Serve with the sauce.