Place the swordfish fillets in a large plastic storage bag. Add ¼ cup San-J Orange Sauce and gently shake to coat the fillets with sauce. Marinate in the refrigerator for 30 minutes. Heat grill to medium-high heat (450 degrees).
Cut the oranges into segments over a plate or bowl to catch the juice. Measure 1 tablespoon of orange juice and combine with 2 tablespoons San-J Orange Sauce, olive oil, salt and pepper in a medium mixing bowl. Add the sliced fennel and toss gently to combine. Cover and refrigerate until serving time.
Remove swordfish from marinade and discard marinade. Brush grates of the grill with some oil. Grill for 8 minutes with the lid closed, turning once.
Place the orange and fennel salad on plates and top with the swordfish fillets and serve