Preheat oven to 350° F.  Prepare salad by combining fennel, orange, lemon zest, and arugula in a large salad bowl. When ready to serve, simply toss the salad with the balsamic vinegar and olive oil. Season with sea salt if desired. Evenly space salmon on a parchment paper-lined baking sheet. Lightly drizzle each fillet with olive oil and season to taste with salt. Bake to desired doneness, approximately 10-12 minutes. Drizzle the fillets with the juice of one lemon. To prepare the yogurt sauce, combine yogurt, remaining lemon juice, and chopped basil. Season to taste with salt and pepper. To serve, drizzle salmon with yogurt sauce and serve with the salad.