Heat grill to high (450° to 550°). Sprinkle chicken, onion rings, and fennel slices with salt and brush with oil.
Combine marmalade, soy sauce, and orange zest and juice in a medium frying pan. Cook over high heat, stirring as needed to keep from sticking, until boiling. Add orange slices, turning gently to coat. Remove from heat and set aside.
Grill chicken, onion, and fennel until chicken is cooked through, about 8 minutes, and vegetables have grill marks and are softened, about 10 minutes. In last few minutes of cooking, brush chicken with some of sauce from orange mixture, and cook until starting to caramelize, about 2 minutes.
Serve chicken over vegetables and orange slices and drizzle with sauce. Sprinkle with fennel fronds.