Preheat the oven to 400 degrees F. Trim and discard 1cm off the top and tail of the oranges and cut each orange into 12 wedges, keeping the skin on. Remove any pips.
Place the wedges in a small saucepan with the honey, saffron, vinegar and just enough water to cover the orange wedges. Bring to a boil and simmer gently until the oranges are soft and it becomes a thick syrup; add water during the cooking if the liquid gets very low. If desired, blitz in a food processor to make the syrup more smooth.
Mix the chicken breasts with half the olive oil and plenty of salt and pepper, and place on a very hot, ridged griddle pan (or sautée pan). Sear for about 2 minutes on each side to get clear char marks all over. Transfer to a roasting pan or aluminum foil lined baking sheet and place in the oven for 15–20 minutes, or until just cooked. *(This step can be done while syrup is being made!)*
While the chicken is cooking, slice the fennel, herbs, and chili.
Once the chicken is cool enough to handle, but still warm, tear it with your hands into rough and quite large pieces. Place in a large mixing bowl, pour over half the orange paste and stir well. You may add more syrup if desired. (The other half you can keep in the fridge for a few days). Add the remaining ingredients to the salad, including the rest of the olive oil, and toss gently. Taste, add salt and pepper and, if needed, some more olive oil and lemon juice.
This salad can be kept in an airtight container in the fridge for 2-3 days. It is served cold, so no reheating is necessary.