Preheat the grill to high. Whisk the ingredients for the dressing together until smooth. Set aside.
Place the romaine hearts on the grill, cut side down. Grill for 1-2 minutes, then flip and grill the back side for 1-2 minutes. You're looking for dark grill marks and for the leaves to brighten in color.
Grill the oranges for 1-2 minutes per side.
To plate, place one halved romaine heart on each plate. Garnish with 2-3 slices of orange and avocado and sprinkle with bacon.