I once saw Lidia make this on her show and I happen to have some Fennel in the fridge (I was planning to make another dish with it but wasn't in the mood for it) so I decided to try and make it.
I used a mix of regular and blood oranges
Quite simple - just cut up some orange segments (remove membranes and pith), thinly sliced fennel (bulb only), squeeze some fresh lemon and drizzle some good olive oil and you're done. Oh and don't forget to season with some good sea salt and freshly ground pepper. You can also add some of the juice from the oranges.
If you haven't seen it, I posted a how-to on cutting oranges earlier this morning.