How to Make It
Prepare the grill. Lay a double layer of 12-by-16-inch foil or a griddle on top of the grate. Just before grilling, oil the foil or griddle.
Combine the orange zest, fennel seeds, saffron, and 1 teaspoon salt in a small bowl. Season the fish with the spice rub. Place the fish, skin-side down, on the foil or griddle. (The skin will help shield the flesh from overcooking or drying out.) Cook, covered, until opaque throughout, 20 to 25 minutes.
Transfer the fish to a serving platter. Serve with the grilled orange, if desired.