Cut four 3/4-inch-thick slices of brioche large enough to cover the fish. Roll bread with a rolling pin to about 1/8-inch thickness. Sprinkle fish with a pinch of salt and chopped tarragon.
Spread half of the softened butter on the brioche slices. Place brioche, butter side down, on fish. (If necessary, turn over and trim the bread so the edges are even with the fillets.) Spread the remaining softened butter on the top of the bread; set aside.
Bring orange juice and vinegar to a boil in a saucepan; simmer until reduced to 3 tablespoons. (Mixture will be syrupy.)
Whisk egg yolks, 1 teaspoon salt, and cayenne pepper in the top of a double boiler; gradually add lemon juice and orange syrup, stirring constantly. Add 1/2 cup unsalted butter to egg mixture; cook over hot, not boiling, water, whisking constantly until butter melts. Add remaining butter, whisking until well blended. Cook until temperature reaches 160° and mixture is thickened. Remove sauce from boiler; set aside and keep warm.
Place fish, bread side up, in a buttered oven-proof skillet or baking sheet. Bake at 400° for 10 minutes or until golden brown and fish flakes.
Spoon sauce onto center of plates and top with fish. Top with Shrimp, Fennel, and Orange Salad. Garnish, if desired.
*If a loaf of brioche is unavailable, substitute a good-quality unsliced white bread.
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