In a 4-quart Dutch oven cook fennel seeds in hot oil over medium heat for 1 minute. Stir in chicken. Cook and stir for 5 minutes or until chicken is browned. Remove chicken with a slotted spoon.
In the same Dutch oven heat butter. Cook sweet pepper, onion, celery, garlic, curry powder, garam masala, and salt in hot butter over medium heat for 5 to 10 minutes or until vegetables are tender. Stir in flour. Gradually add the chicken broth, stirring until combined. Stir in chicken, marmalade, and hot pepper sauce. Bring to boiling; reduce heat. Simmer, covered, about 10 minutes or until chicken is no longer pink, stirring occasionally. Serve over rice.