Preheat oven to 350 degrees F. In an extra-large skillet, cook sausage, fennel, onion, and garlic over medium-high heat until sausage is brown and vegetables are tender. Drain off fat. Add rice; cook and stir for 1 minute.
Add artichoke hearts, carrots, thyme, and pepper. Stir in broth and wine. Bring just to boiling. Transfer mixture to an ungreased 2-1/2-quart casserole. Bake, covered, about 1 hour or until rice is tender, stirring once halfway through baking.
Meanwhile, in a small bowl, combine panko, cheese, and lemon peel; stir in melted butter. Sprinkle over sausage mixture. Bake, uncovered, about 10 minutes more or until mixture is heated through and crumbs are lightly browned. Let stand for 5 minutes before serving. Makes 6 to 8 servings.