Cook the potatoes in a pan of boiling water for 12-15 minutes until tender. Drain and allow to cool a little. Place in a bowl and combine with the fennel, olives, spring onions and chives. Add a squeeze of orange juice and the olive oil, and season with freshly ground black pepper. Set aside.
Light the barbecue. Slash the sea bass on both sides and season with freshly ground black pepper. Rub each fillet with some oil. Place a bay leaf and some lemon slices in the cavities of each. When the barbecue coals are ready, carefully arrange a row of orange slices on the grill and top with a sprig of thyme. Lay a fish on top, and then top with more orange slices. Repeat with the remaining fish.
Cook the fish for 6 minutes, then turn and cook for another 6 minutes until cooked through. To serve, carefully lift the fish on to serving plates and serve with some of the potato salad.