To make the filling, coat a large saute pan with 1/4 cup of the oil and place over medium heat. Add the onion, fennel and lemon zest and stir until soft, about 10 minutes. Add the pine nuts and rice, saute for 2 minutes, stirring to coat. Pour in just 1/2 cup of the chicken stock and lower the heat. Simmer until the liquid is absorbed and the rice is al dente, about 10 minutes. Scrape the parboiled rice mixture into a bowl and add the dill and parsley; season with salt and pepper. Allow to cool. Now on to the grape leaves.
Bring a big pot of water to a simmer. Blanch the grape leaves in the hot water for 5 minutes until pliable. Drain then trim the stems and any hard veins from the leaves. Pat dry with paper towels.
To assemble the dolmades, lay a grape leaf on a work surface, shiny-side down. Put 2 tablespoons of the rice filling near the stem end of the leaf. Fold the stem end over the filling, then fold both sides toward the middle, and roll up into a cigar ¿ it should be snug but not overly tight because the rice will swell once it is fully cooked. Squeeze lightly in the palm of your hand to secure the roll. Repeat with remaining grape leaves and filling.
Place the dolmades in a large Dutch oven or wide deep skillet, seam-side down in a single layer. Pour the remaining cup of broth, remaining olive oil, and the lemon juice over the dolmades, the liquid should reach halfway up the rolls, add some water if necessary. Cover the pan and simmer over low heat for 30 to 40 minutes, until the dolmades are tender when pierced with a fork. Serve warm, at room temperature or cool.