Toast fennel seeds in a 12-in. nonstick frying pan over medium-high heat until fragrant, about 1 minute. Set aside 1/2 tsp. Finely grind remaining seeds with 3/4 tsp. salt and 1/2 tsp. pepper in a mortar or clean coffee grinder. Rub mixture evenly all over fish and set aside.
Chop enough fennel greens to make 3 tbsp. Tear off any remaining small fronds; set aside. Trim and discard fennel stalks and any tough outer layers from bulb. Cut bulb in half lengthwise, core, and slice very thinly crosswise.
In a large bowl, combine cabbage, sliced fennel, and chopped fronds.
In a small bowl, whisk together 3 tbsp. oil, the lemon zest and juice, orange zest, reserved 1/2 tsp. whole fennel seeds, and remaining 1/2 tsp. salt and 1/4 tsp. pepper. Pour dressing over cabbage mixture and toss with your hands until well combined. Add orange segments and 3 tbsp. chives and toss gently. Set aside.
In the frying pan, heat remaining 2 tbsp. oil over medium-high heat. Add fish skin side down (it may spatter) and cook, occasionally tipping pan and basting flesh with oil, until skin is well browned and crisp, 3 to 4 minutes. Reduce heat to low and continue cooking and basting until flesh is no longer translucent in center (cut to test), 3 to 4 minutes longer. If fish is thicker than 1/2 in., or if it isn't done yet, cover pan and cook 5 to 7 minutes more.
Spoon slaw onto 4 plates. Top each mound with a fish fillet. Sprinkle with reserved fennel fronds and remaining 1 tbsp. chives.
*To segment orange, cut off peel and outer membrane, following curve of fruit. Then cut segments (also called supremes) free from inner membranes.