Place a baking sheet on the bottom oven rack and preheat to 475 degrees F. Coarsely grind the coriander and fennel seeds in a spice grinder or crush with a heavy skillet. Put the chicken in a large bowl and sprinkle with the spices; season with salt and pepper and toss well.
Drizzle the baguette slices with 1 tablespoon olive oil and season with salt and pepper. Set aside.
Heat a large skillet over high heat; add 2 teaspoons olive oil. Add the chicken and cook until browned on the bottom, 3 minutes. Flip and cook until browned on the other side, 1 to 2 minutes.
Carefully arrange the baguette slices on the hot baking sheet. Put 1 chicken thigh on each baguette slice. Roast on the bottom rack until the chicken is cooked through and the baguette is browned and crisp on the bottom, 15 to 17 minutes.
Meanwhile, peel the grapefruits with a paring knife; cut out the segments and transfer to a bowl. Squeeze in the juices from the membranes and add the remaining 1 tablespoon olive oil. Trim and core the fennel; finely chop the fennel bulb and 1/4 cup fronds and add to the bowl along with the parsley. Season with 1/4 teaspoon salt and a few grinds of pepper and toss well.
Divide the bread and chicken among plates. Spoon the grapefruit-fennel salad over the chicken and top with the cheese.