Line a baking sheet with parchment paper. Set aside.
Heat coconut oil in a small saucepan on low heat. Add chocolate and mix with a spoon continually as it melts so it doesn't stick to the bottom of the pan, about 2-3 minutes. Remove it from the heat and let the chocolate melt completely, about 2 minutes.
Dip half of each slice of orange in the chocolate, leaving half of it bare. Transfer to prepared baking sheet. Repeat with remaining orange slices. Sprinkle a pinch of sea salt over the chocolate to your liking (skip this part if you do not like salted chocolate). Place baking sheet into the refrigerator for 1 hour for chocolate to set.
Best served immediately. Can also be stored in an air tight container up to 24 hours.