Heat a grill to medium-high heat or have a ridged grill pan ready.
Cut 1 of the oranges in half and squeeze 2 tablespoons juice. In a medium bowl, combine olive oil and juice. Spoon 2 tablespoons of the mixture over fish.
Sprinkle paprika over fish; let stand 10 minutes.
Peel remaining orange and separate into sections.
Add the orange sections and fennel to the bowl; toss with olive oil mixture.
Grill fish (or cook in a heated ridged grill pan over medium heat) 4 minutes per side or until fish is opaque in center.
Transfer to serving plates and top with fennel and orange mixture and sea salt.