Preheat the oven to 275 degrees F.
Thinly slice one lemon and one orange, then arrange the slices on a large piece of parchment paper set over a sheet pan. Place the salmon on top of the citrus, then tuck a few sprigs of rosemary around and underneath (if using). Pour ⅓ cup olive oil over salmon, then season generously with salt and pepper. Fold the parchment paper up around the edges to form a loose seal - it doesn't have to be fully enclosed.
Place the whole sheet pan in the oven and roast until just cooked through, about 25-40 minutes depending on the size of your salmon. If using individual fillets, they will cook quicker.
While the salmon roasts, make the topping. Slice the top and bottom off of the two remaining oranges to reveal their flesh. Place them cut-side-down, then use your knife to carefully slice down the sides to remove the peel and as much white pith as possible. Turn the oranges on their sides and slice into rounds. Cut each round into halves or quarters, and move any big pieces of white membrane.
Add the orange segments to a bowl along with the shaved fennel, red onion, and a few fennel fronds. Season with salt and pepper, then squeeze the remaining Meyer lemon over top, and drizzle with a little olive oil. Mix, then set aside until the salmon is ready.
To serve, use a spoon to break the salmon into big pieces and distribute among the plates, leaving the citrus and rosemary sprigs behind. Spoon some of the olive oil from cooking over top along with the fennel orange salad. Garnish with more fennel fronds and serve immediately.