- Wash and dry three 12-ounce canning jars and lids. Stir fennel and cumin seeds in heavy small skillet over medium heat until fragrant and lightly golden, about 1 minute. Set aside.
- Combine both olives, garlic, orange and lemon peels, dried thyme and dried crushed pepper in bowl. Stir in 1 cup oil and toasted seeds. Season with pepper.
- Cut whole goat cheese log into 4 even rounds. Cut half into 2 even rounds. Spoon 3 tablespoons olive mixture into bottom of each jar. Top each with 1 round goat cheese, cut side down. Pour enough additional olive oil into jar to just cover cheese. Spoon 2 tablespoons olive mixture over goat cheese. Top olives with remaining goat cheese rounds. Add enough oil to just cover cheese. Spoon remaining olive mixture over goat cheese, dividing evenly. Seal with lids and refrigerate at least 2 days and up to 2 weeks.