Step 1Cook the shallots, garlic and orange zest in the olive oil in a large, shallow saucepan over medium-high heat until the shallots are lightly browned, 10 to 15 minutes. Season with salt and pepper.
Step 2Add the fennel, reduce the heat to medium and slowly cook the fennel until light golden brown, about 20 minutes. Season again with salt and pepper.
Step 3Add the brandy and cook, scraping up any brown bits, until the liquid evaporates. Add the chicken stock and water. Simmer over low heat until the liquid is reduced by half.
Step 4Transfer the soup to a blender and puree on high speed. Strain the soup through a mesh sieve and season to taste. The soup should be silky smooth and rich. If you prefer a thicker soup, transfer it to a clean saucepan and cook the soup over medium heat, reducing the liquid further, until it reaches the desired texture.