Preheat the oven to 450 degrees F. Ten minutes before you are ready to cook the chicken, put a baking sheet in the oven to pre-heat.
Finely zest the orange and set the zest aside. Cut the top and bottom off of the orange, sit the orange on one end on a cutting board and cut the entire peel and pith off by cutting downward following the shape of the fruit. Then, using a paring knife, remove each section of orange from the membrane. Set the orange sections aside.
In a shallow bowl, whisk the egg whites until slightly frothy. In a large shallow bowl or on a plate, combine the orange zest, almonds, and 1/4 teaspoon each of the salt and pepper. Put the flour on a large plate.
Remove the pre-heated baking sheet from the oven and spray with cooking spray.
Dip the chicken breasts, one at a time, first into the flour, shaking off any excess, then into the egg white, and then coat with the almond mixture and place on the baking sheet. Spray the top of the chicken with cooking spray. Bake for 6 minutes, turn and bake for 6 minutes more, until the chicken is cooked through and the coating is golden.
While the chicken is cooking, combine the fennel, arugula and orange sections in a large bowl. In a small bowl whisk together the olive oil, lemon juice, and remaining 1/4 teaspoon each of salt and pepper. Pour the dressing over the salad and toss to coat.
To serve, place one large or two small chicken cutlets on each plate and top with a mound of the salad.