In small bowl, create marinade by combining dressing, orange peel, and rosemary. In large, nonaluminum baking dish or plastic bag, pour ¼ cup of marinade over shrimp and fennel. Cover, or close bag, and marinate in refrigerator for 30 minutes. Refrigerate remaining marinade.
Remove shrimp and fennel, discarding used marinade. Grill or broil shrimp and fennel, turning once, brushing occasionally with ¼ cup reserved marinade. Cook for 4 minutes or until shrimp turn pink and fennel is tender. To serve, arrange spinach on serving platter, then top with hot shrimp and fennel. Garnish with orange slices and drizzle with remaining ½ cup reserved marinade.