Heat the olive oil in a large pot or Dutch oven over medium-high heat. Season the chicken all over with salt, pepper and the paprika. Add to the pot and cook, turning once, until lightly browned, about 5 minutes. Transfer to a plate.
Add the fennel bulb and bell pepper to the pot and cook, stirring occasionally, until softened, about 5 minutes. Add the garlic and cook, stirring, 1 minute. Add the rice and cook, stirring, until lightly toasted, 2 minutes. Add the chicken broth and return the chicken to the pot; bring to a simmer. Cover, reduce the heat to low and cook until the rice is tender and the chicken is cooked through, 16 to 18 minutes. Transfer to a bowl and let cool slightly, about 10 minutes. Add the sun-dried tomatoes, olives, lemon zest, scallions, parsley, oregano, fennel fronds and cheese; stir to combine.
Preheat the oven to 375 degrees F and line a baking sheet with parchment paper. Lay out 1 sheet of phyllo on the parchment and brush generously with melted butter. Layer another sheet of phyllo ontop; brush with butter. Repeat with the remaining 6 sheets of phyllo; do not butter the last sheet. (Reserve about 2 tablespoons butter to brush the outside of the strudel.)
Mound the chicken mixture down one long side of the phyllo, about 2 inches from the edge. Use the parchment to lift the phyllo and roll it around the filling to make a long cylinder with open ends; arrange seam-side down on the parchment. Cut several small slits in the top of the roll and brush with the reserved melted butter.
Transfer to the oven and bake until golden brown and crisp, about 30 minutes. Let cool slightly, then cut into thick slices.
Photograph by Ryan Liebe
Thaw: Place the frozen phyllo in its packaging in the refrigerator overnight (do not thaw in the microwave). Trim: After opening the package, use kitchen shears to trim any edges that are dry or clumped together. Transfer: As you move individual sheets of phyllo, place one hand underneath them to help prevent tearing. Cover: Keep the phyllo covered with a slightly damp kitchen towel while you're working; the sheets can dry out quickly. Store: Stack leftover phyllo on a baking sheet and cover with a damp towel, then wrap tightly with plastic wrap. Store in the refrigerator for up to 3 days; do not refreeze.
Courtesy of Food Network Magazine