Preheat the oven to 200 F. Oil a shallow pan and place the fillets on it. Lightly brush the fillets with more oil, then generously salt and pepper them. Put the pan in the oven and roast for about 50 minutes. Let it rest for a few minutes.
Put the minced shallot in a small bowl and cover with the vinegar and a pinch of salt. Let it sit for a few minutes to mellow the flavor of the shallot.
Just before serving, add the chopped orange pieces and the fennel fronds, then whisk in the pistachio oil. Season to taste.
To serve, mound some lettuce on the plate, top with the relish and salmon. Garnish with a section or two of orange and another snip of fennel frond.