In a large bowl, use your hands to gently mix together the chicken, bread crumbs, onions, parsley,Parmesan, garlic, fennel seeds, egg, lemon zest, and salt and pepper. Shape into golf ball-size balls and place a few inches from each other on a lightly greased foil-lined rimmed baking sheet. In a small bowl, mix one spoonful of your pizza sauce with the olive oil. Brush this mixture on top of each meatball. Bake for 15 minutes.