Combine all the lettuces in a large salad bowl. Place fennel fronds in a small bowl. Zest the orange over the fronds and add the shallot. Add the vinegar to the shallots and let stand 10 minutes. Peel the orange and chop it. Add the sliced fennel and oranges to the salad. Whisk extra-virgin olive oil into dressing to combine. Dress salad, toss and season with salt and pepper, to taste.