Preheat the oven to 425°F (220°C).
Arrange the chicken pieces on a rimmed baking sheet and drizzle with olive oil to coat lightly.
Bake the chicken in the preheated oven for 15 minutes.
Remove the baking sheet from the oven and baste the chicken evenly with the spicy mustard BBQ sauce. Sprinkle with kosher salt, ground black pepper, and fennel seeds if using.
Return the chicken to the oven and bake an additional 15–20 minutes, until the internal temperature reaches 165°F (74°C) and the juices run clear.
Let the chicken rest a few minutes before serving.