Place the fennel onto the center of a large piece of aluminum foil. Squeeze the juice from the orange slices over the fennel and put the slices on top. Scatter over the garlic and thyme; season with salt and pepper. Drizzle the olive oil over everything. Pull the sides of the foil up and seal. Place on the grill over low heat and let it steam until the fennel is tender, about 35 to 45 minutes. Serve with the pork.