Zest one of the oranges; set aside. Slice off the ends of each orange. Working with one orange at a time, set an orange on end; using a small knife, slice off and discard the peel and the white pith. Holding the orange in your hand, cut the orange segments away from their membranes. Place segments in a bowl and set aside. Over a separate bowl, squeeze the remaining orange pulp to extract any remaining juice. Repeat with the remaining orange. Whisk 4 tablespoons oil, lemon juice, oregano, and scallions into the orange juice, and season with salt and pepper. Set the dressing aside.
Transfer the asparagus to a 9-by-13-inch microwavable baking dish. Sprinkle with reserved orange zest and drizzle with remaining 2 tablespoons oil and 1⁄4 cup water. Cover the dish tightly with plastic wrap and microwave on high heat for 2 minutes. Rotate the dish and microwave until the asparagus is just tender, about 2 minutes more. Uncover and drain off the cooking liquid. Toss the asparagus with the reserved citrus dressing, and season with salt. Top with the orange segments. Serve immediately or at room temperature.