Zest the orange into a bowl then use a serrated knife to cut both ends off an orange then sit the orange on one of the flat ends and cut down, following the curve of the orange with the knife to remove the skin and any white membrane.
Once peeled, hold the orange in your hand over the bowl of zest and use the knife to carefully cut in between the lines that separate the segment. This will mean you leave the membranes attached at the core and the segments will drop out.
Drop the segments into the bowl and then squeeze any juice from the core into the bowl.
Cut the fennel in half from root to tip. Chopping off any tough bits at the end of the stalks then cut each half into very thin slices cutting across in parallel to the root. Discard the root and put the slices in the bowl with the orange.
Zest and juice half of the lemon into the fennel and orange then add the capers and olive oil and toss together.
Taste and add salt and more lemon as needed.
Use the side of a knife to squish the olives then rip them to remove the pits. Discard the stones and rip each olive into roughly 4 pieces.
To serve, lay the dressed orange and fennel on a platter, scoop the capers and juice over then scatter the olives on top. Finely slice the chives and scatter over the finished platter.
Taste and add freshly ground black pepper, salt and lemon as needed.