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1
Preheat the oven to 375 degrees. Salt the cavity of the chicken. Slice one orange crosswise, leaving the skin on. Place the sliced fennel, a few fennel fronds, and the orange slices in the bottom of a roasting pan. Toss with 2 tablespoons olive oil, and a pinch of salt and a few grindings of black pepper. Place the chicken breast side up on top of the fennel mixture.
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2
Run your hand under the breast skin, releasing the chicken's skin from the meat. Run your fingers under the legs as well to separate the skin from the meat. Slide ham slices under the breast skin, as well as under the leg skin.
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3
Squeeze the juice of 1 orange and pour all over the top of the chicken, then pour 2 tablespoons of olive oil over the chicken, rubbing in the olive oil well. Liberally salt and pepper the bird. Put one half of a used orange inside the cavity.
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4
Place the chicken in the oven. Don't touch it for 45 minutes. Then, pour the juice of one orange over the chicken to baste it.
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5
After another 20 minutes, baste the chicken again with the juice of one orange.
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6
After 15 minutes, juices from the fennel, chicken and oranges should accumulate so that you can begin to baste the chicken with the pan juices. Roast the chicken for a total of approximately 90 minutes, start to finish, basting as necessary. The chicken is done when thigh juices come out clear, and the skin is dark golden and crispy.
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7
Take the chicken out of the oven, and transfer it to a large platter, along with the orange slices. Cover the bird with foil while you make the sauce.
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8
Place the roasting pan on top of the stove over low heat. Add the sherry, the juice of another orange, and use a whisk to scrape the fond from the roasting pan. Taste for seasoning, but you probably will not have to add any salt or pepper. I like to serve the sauce with the fennel slices included. Strain the sauce if that is your preference.
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9
Slice the bird, making sure that each serving includes some ham, and pour some sauce over the chicken slices.
