Step 1Peel oranges and cut away all pith using sharp knife. Section oranges by cutting on either side of pithy membranes separating segments. Halve segments lengthwise, then dice. Drain oranges, reserving juice.
Step 2Combine oranges, fennel, fennel leaves, onion, jalapeno, orange and lime juices and salt and black pepper to taste. Set aside.
Step 3Season halibut with salt and white pepper. Place on well-oiled grill. Cover with pot lid to expedite cooking and help prevent fish from drying out. Grill over medium-high heat until fish is opaque and cooked through, about 5 minutes per side (total cooking time should be about 10 minutes for every inch of thickness). Serve with fennel-orange salsa and lime wedges.