Place garlic cloves in a small pot, cover with the oil and add bay and rosemary. Bring to a low boil, reduce heat to low simmer and gently cook cloves to golden and sweet, about 18-20 minutes. Cool and remove bay and rosemary. Separate garlic from oil with a slotted spoon and paste. Reserve flavored oil. (Garlic confit is a quick path to the sweetness and tamed flavor of roasted garlic. Its great as a paste on toast, incorporated into sweet, fresh tomato and basil sauce, and as used here, as a base for a thick sauce and as the flavored oil base for a marinade for meat or fish.)
Cover sliced fennel and lemon slices with water (or chicken or vegetable stock), just enough to cover. Bring to a boil, simmer to very tender, 12-15 minutes. Drain and reserve 1/4 cup cooking liquid. Add all the fennel and lemon slices to a blender, the reserved fennel-lemon water, about 1/4 to 1/3 cup reserved garlic oil, 2 tablespoons garlic paste, lemon juice, Dijon, tarragon, salt and pepper; puree to form a smooth, thick sauce and reserve. Add a splash more water as necessary until just pourable.
Dress chicken with the garlic-infused oil, just enough to coat. Season the chicken with fennel seed, salt, pepper, chilies and thyme. Grill over medium to medium-high heat for about 12 minutes.
Slice chicken on angle, top with sauce and garnish with scallions and reserved fennel fronds and tarragon. Slather charred bread with garlic paste and rub tomato into the bread. Cut into pieces and serve alongside chicken.