Preheat oven to 450. Slice fennel thinly on a mandolin. Cut one orange into thin slices. Divide fennel between two pieces of foil big enough to each wrap up one salmon filet. Drizzle with olive oil, salt and pepper. Place salmon on top of the fennel and orange slices on top of the salmon. Wrap the foil around the fish to make a bowl shape. Squeeze the juice of the other orange over both packets and then seal the foil wrappers. Place packets into a baking dish and bake for 12-15 minutes or until cooked through.