Peel and section orange and grapefruit over a bowl; squeeze membranes to extract juice. Set sections aside; reserve 3 tablespoons juice. Discard membranes. Combine juice, oil, vinegar, and honey in a large bowl. Add fennel, radicchio, and onion; toss to coat. Cover and let stand 30 to 60 minutes. Top with orange and grapefruit sections; sprinkle evenly with salt and fresh dill.
Let the salad stand at room temperature at least 30 minutes before serving. This allows the dressing to penetrate the vegetables and tenderize them a bit for a less aggressive crunch.