Cut a deep X into the top of each lemon, stopping about ¼ inch from the base so each one opens like a flower but stays intact.
Toast the coriander and fennel seeds in a dry pan over medium heat until fragrant and just browned, about 3 minutes.
In a medium bowl, mix together the kosher salt, toasted spices, guajillo chile, thyme, cinnamon stick, and crumbled bay leaves.
Working over a large bowl, stuff each lemon with the salt-spice mixture, gently pressing it in to release juice and start breaking down the flesh.
Once all lemons are packed, pour any remaining spice mixture over the top and gently toss with your hands.
Pack the lemons into a clean 2-quart glass jar, pressing them down firmly to submerge them in their own juices.
Pour in any remaining liquid and aromatics from the bowl.
Seal the jar and leave it at room temperature, out of direct sunlight, for 3 to 4 weeks until the rinds are soft.
They’ll keep sealed and unrefrigerated for up to 6 months.