Season the chicken breasts with salt and pepper and place in a small roasting tin or baking dish.
Mix the marmalade, Worcestershire sauce, red wine vinegar, and fennel seeds to form a "sauce".
Pour this sauce over the chicken breasts, then place them in the oven and cook for 15 minutes at 220°C or 450°F.
After 15 minutes, remove from the oven and baste with the sauce, then return them to the oven and cook until the thickest part of the chicken breast reaches 68-70°C or 154-158°F. This should take between 10 and 15 minutes. If the chicken begins to colour too quickly, cover with foil.
Remove them from the oven and allow them to rest for 5 minutes. The internal temperature should then reach 73°C or 165°F.
Whilst the chicken is resting, place the pan on the burner or transfer the juices to a small (15cm or 6") saucepan and place on the hob over a medium-low heat and whisk in the butter to form a sauce.
Carve the chicken as you wish and pour over the sauce.