Prepare the oranges: Slice off the tops and bottoms, then peel with a knife to remove pith. Cut into segments or thin slices. Collect any juice for the dressing.
Slice the fennel: Trim the bulb, slice in half, and thinly shave with a knife or mandolin. Reserve fronds for garnish.
Shred the cabbage: Finely slice cabbage into thin ribbons for a crisp texture.
Make the dressing: In a small jar, whisk together olive oil, orange juice, lemon juice, Dijon mustard, honey, salt, and pepper until emulsified.
Assemble the slaw: In a large mixing bowl, combine fennel, cabbage, orange slices, and onion. Toss with the dressing until lightly coated.
Finish & garnish: Sprinkle with parsley, fennel fronds, and toasted nuts. Serve immediately for maximum crunch.