Using a sharp knife, cut the top and bottom off each orange. Slice away the skin and pith, then cut into segments, slicing either side of the membrane. Squeeze out the membrane before discarding it, then pour all the juice into a bowl.
Place 3 tablespoons of the reserved juice in another bowl, add the avocado oil, salt and pepper and whisk together.
Combine the salad leaves gently with the flaked mackerel, orange segments and avocado, and arrange attractively on serving plates. Scatter over the walnuts, if using, then drizzle over the dressing to serve.