Preheat the oven to 400 degrees F. Rinse the chicken legs and pat dry. Season generously with salt and pepper.
Heat 1 Tbsp of oil in a skillet or sauté pan over medium-high heat and brown the chicken well on both sides (3-4 minutes per side). This is not high temp deep-frying, but rather med.-temp sautéing.
Transfer the chicken to a roasting pan or large sheet-pan (line it with parchment paper for easy clean up). Bake 15 minutes.
While the chicken is cooking, mix together fennel, the remaining 2 Tbsp olive oil, the pork rinds, 1/2 tsp salt and a pinch of pepper.
Remove the chicken from the oven and raise the oven temp to 500 degreesF. While the oven is heating up, use a pastry brush to brush on side ofthe chicken legs with mustard and then press the crumb mixture on to of themustard. Turn the legs over and repeat on the other side.
Bake until the crumb crust turns golden, about another 10 minutes.
Serve with a green vegetable, roasted tomatoes or cauliflower mash.