Preheat the oven to 425°F (220°C). Line a rimmed baking sheet or leave unlined if preferred.
Toss the halved baby potatoes with 2 tablespoons of the olive oil on the baking sheet; season with kosher salt and black pepper. Roast for 20 minutes, or until potatoes are tender when pierced.
Meanwhile, place the salmon fillets on a plate and rub each with the chopped oregano, smoked paprika, orange zest, lemon zest, crushed red pepper flakes, and a pinch of salt and pepper. Drizzle 2 tablespoons olive oil over the fillets and rub to coat evenly.
Remove the potatoes from the oven and push them to one side of the pan. Place the seasoned salmon fillets on the other side. Scatter the thinly sliced shallots and the 6 orange slices around the salmon and drizzle the remaining 1 tablespoon olive oil over the shallots and oranges.
Return the pan to the oven and roast 10 to 20 minutes more, until the salmon reaches your desired doneness (about 10–14 minutes for medium, longer for well done).
While the salmon finishes, make the citrus avocado salsa: in a mixing bowl combine the diced avocado, chopped cilantro, chopped parsley, 3 tablespoons olive oil, juice of 1/2 an orange, juice of 1/2 a lemon, and a pinch of flaky sea salt; toss gently to combine.
Toss the arugula with 1 tablespoon olive oil, the toasted sesame seeds, and a pinch of salt.
To serve, divide the roasted potatoes and salmon among plates, spoon the citrus avocado salsa over the salmon, and add a handful of dressed arugula to each plate.
