Peel, remove seeds, and chop the oranges. Gently toss the fruit with the olive oil, salt and pepper.
Tear the lettuce (if you’re using romaine, tear into strips about 4 in long; otherwise, if you’re using a small head lettuce, the individual leaves should be just the right size). Arrange the lettuce in a single layer on a pretty platter.
The lettuce leaves will serve as little edible serving plates for the fruit, cheese and fennel pollen.
Put a piece or two of orange on each lettuce leaf.
Using a melon baller, or spoon, or your hands, roll the goat cheese into small (2 tsp-ish) balls. Gently put a cheese ball on top of the oranges in each lettuce “plate.”
Garnish each cheese ball with a sprinkle of fennel pollen. Serve immediately.