How to Make It
In a roasting pan or large baking dish, whisk the lemon juice with the oregano and 1/3 cup of the olive oil. Using a sharp knife, make 3 diagonal slits 1/2 inch deep on both sides of each fish. Season the fish inside and out with salt and pepper and add to the marinade; turn to coat. Let stand at room temperature for 30 minutes, turning once.
Light a grill and brush the grate with canola oil. Grill the fish over moderate heat, turning once, until cooked through, 13 to 15 minutes per side. Transfer to a platter.
In a medium bowl, toss the radicchio with the remaining 2 tablespoons of olive oil and season with salt and pepper. Grill over moderate heat, turning, until lightly charred and crisp-tender, about 3 minutes. Arrange on the platter. Drizzle the fish and radicchio with the orange juice, vinegar and olive oil. Sprinkle with the orange zest and serve.