1. 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.
2. Peel remaining orange and separate into sections. Add the orange sections and fennel to the bowl; toss with olive oil mixture.
3. 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. Garnish with tarragon if desired.