Preheat the oven to 350 degrees F.
Combine the honey, ketchup, Worcestershire sauce, orange juice and orange zest in a small bowl and whisk together.
Cut some slash marks into the chicken thighs and add them to the bowl with marinade to coat completely.
Place the chicken thighs into a shallow baking dish or tray and cook for 30 minutes or until tender. After the first 15 minutes of cooking, coat the chicken thighs with the leftover marinade using a spoon.
While the chicken thighs are baking, prep the vegetables. Combine the cabbage, carrots and onion.
Add the mayonnaise and fennel seeds, stir to combine and taste. Adjust seasoning with salt and pepper.
When the chicken is done, serve some cole slaw onto a plate, top with one of the chicken thighs and serve.