Preheat a gas grill to medium-high or prepare a medium-hot fire in a charcoal grill.
Brush both sides of the salmon with olive oil and sprinkle with salt and pepper. Grill the salmon, skin-side down, for 3 to 4 minutes with the gill lid closed. Open the grill, flip the salmon and cook and additional 3 to 4 minutes for medium doneness.
Meanwhile, brush the escarole with olive oil and season with salt and pepper. On a slightly cooler area of the grill (medium heat) place the escarole cut-side down, and grill until it begins to char and the leaves have wilted, about 3 minutes. Remove from the heat, season with a squeeze of lemon juice; reserve.
In a bowl, toss the fennel, fennel fronds, onions and orange segments together until combined. Drizzle 1 tablespoon of olive oil and a squeeze of lemon juice over the salad; season with salt and pepper and toss to combine.
To serve, divide the grilled escarole among 4 plates. Lean a salmon filet on the escarole on each plate and top with the citrus-fennel salad.