Preheat oven to 400 degrees (200C).
Cut the whole oranges into chunks. Fill the cavity of the chicken with as many of the orange pieces as you can. Season the chicken with salt and rub it with saffron powder. Brush the chicken with half of the melted butter. In an ovenproof dish, put the rest of the orange pieces, making a foundation for the chicken.
Use a large syringe to inject orange juice and the rest of the melted butter into the chicken breast. Place the chicken on top of the orange pieces.Add the fennel.
Bake the chicken and the fennel in the oven for 55 minutes. Let rest uncovered for 15-20 minutes before serving to allow the juices to set.