Heat oil in a large sauté pan over medium heat. Add onion, fennel, and salt. Cover and cook until onion and fennel start to wilt, about 10 minutes. Stir in 1/4 cup of the brown sugar. Pour in the orange juice and reduce heat to the lowest setting. Simmer for about 45 minutes, stirring occasionally. If the mixture starts to seem dry while the fennel is still on the crunchy side, add a few more dribbles of orange juice. Do not let the mixture burn.
After 45 minutes, add the rest of the brown sugar and raise the temperature. The mixture should bubble and caramelize. When most of the moisture seems to have evaporated, take the marmalade off the heat. Stir in the lime zest.
Place marmalade in a jar or a covered bowl in the fridge until ready to use. Makes about one pint.