Preheat the grill to high.
Put the red onion, asparagus and chillies in a large bowl. Finely grate the zest of the orange and add to the salad. Cut away the peel and pith (white part) from the orange and cut out the segments from between the membranes; add to the salad and toss to combine.
Season the fish all over with salt and pepper, then lay on the grill tray. Place under the grill for 3 minutes, then turn the fillets over and cook the other side for 3 minutes.
Meanwhile, for the dressing, whisk the ingredients together in a bowl and season with salt and pepper. Just before serving add half of the dressing to the asparagus salad and toss lightly. Taste and add more seasoning if required.
To serve, divide most of the salad between warmed plates. Place a grilled fish fillet on top, arrange the remaining salad on the fish and drizzle over the reserved dressing. Serve immediately.