Sprinkle chili powder and salt evenly over both sides of fillets. Place fish on rack of a broiler pan coated with cooking spray. Broil 5 1/2 inches from heat (with electric oven door partially opened) 5 to 6 minutes or until fish flakes easily when tested with a fork.
While fish broils, drain oranges, reserving 1 tablespoon juice. Coarsely chop orange segments. Combine orange, reserved juice, and remaining ingredients, stirring well. Top each fillet with 1/4 cup relish.