1 large shallot, root trimmed, halved lengthwise, and peeled
1 clove garlic, peeled
2 sprigs fresh thyme
6 C. chicken broth, or more as needed
3 T. freshly squeezed orange juice
1/4 C. heavy cream
3 T. orange zest
salt and pepper to taste
Preheat the oven to 400ºF.
Place the parsley leaves and 1/4 cup of the olive oil in a small food processor and puree until the parsley leaves are finely chopped. Using a rubber spatula, scrape the parsley mixture into a small bowl and set aside.
Trim the root end from the fennel bulbs, leaving the core intact. Cut the green frond ends from the fennel bulbs, then cut the bulbs, lengthwise, into 8 wedges. Place the wedges on a baking sheet along with the shallot, garlic, thyme sprigs, salt, and pepper. Drizzle with the remaining 1 tablespoon of olive oil and toss to combine. Roast the fennel until lightly caramelized, about 8 minutes, flipping halfway through.
Remove the thyme sprigs from the fennel, then transfer the roasted vegetables to a large saucepan. Pour in the chicken broth and season with salt and pepper. Bring to a boil, then reduce to a simmer and cook until the fennel becomes very tender, about 15 minutes. Working in small batches in a blender or using an immersion blender, puree the soup until smooth. Strain, then return the soup to a clean large saucepan over medium heat. Warm the soup until hot, then stir in the cream, orange juice, and more chicken broth, if needed. Season with salt and pepper.
Place a small piece of cheese cloth over a small bowl and scrape the parsley mixture into the cheese cloth. Bunch up the cheese cloth to strain the parsley mixture, extracting the green parsley oil into the bowl. Ladle the hot soup into bowls. Drizzle the soup with parsley oil, then top with an even amount of orange zest. Place a small fennel frond onto each bowl of soup, then serve.