Neato. They look so chubby.

They mind their own business and eat, eat, eat. If you poke at them, they rear up fiercely and extend two bright orange prongs from their heads, like antlers. The first time you see it, like a bird must I imagine, it's quite shocking.
This one was about 2.25 inches long.

The "orange prongs" are osmeterium, a defensive organ.

It looks like a Black Swallowtail caterpillar to me. Fennel is one of its host plants

Here is a link that might be useful: Black Swallowtail