Preheat oven to 275°. Toss fennel, orange slices, lemon slices, chile, and 4 dill sprigs in a shallow 3-qt. baking dish; season with kosher salt and pepper. Season salmon with kosher salt and place on top of fennel mixture. Pour oil over.
Roast until salmon is just cooked through (the tip of a knife will slide through easily and flesh will be slightly opaque), 30–40 minutes for medium-rare.
Transfer salmon to a platter, breaking it into large pieces as you go. Spoon fennel mixture and oil from baking dish over; discard dill sprigs. Season with sea salt and pepper and top with fresh dill sprigs.