1. Dissolve sugar and yeast in 2/3 cup warm water in a small bowl; let stand 5 minutes. Stir in butter.
2. Weigh or lightly spoon flour into dry measuring cups; level with a knife. Combine 6.75 ounces (about 1 1/2 cups) flour, orange rind, crushed fennel seeds, and salt in a large bowl, stirring with a whisk. Add yeast mixture to flour mixture; stir until a soft dough forms. Turn dough out onto a lightly floured surface. Knead until smooth and elastic (about 4 minutes); add enough of the remaining flour, 1 tablespoon at a time, to prevent dough from sticking to hands. Place dough in a large bowl coated with cooking spray, turning to coat. Cover and let rise in a warm place (85°), free from drafts, 1 hour or until doubled in size. (Press two fingers into the dough. If indentation remains, the dough has risen enough). Punch dough down; cover and let rest 5 minutes.
3. Divide dough into 12 equal portions, shaping each into a ball. Arrange dough balls, 2 inches apart, on a baking sheet lined with parchment paper. Cover and let rise 20 minutes or until doubled in size.
4. Preheat oven to 400°.
5. Bake at 400° for 10 minutes or until browned. Cool on baking sheet on a wire rack for 2 minutes. Remove rolls from baking sheet. Serve warm, or cool completely on wire rack.