Preheat the oven to 400°F.
Arrange the salmon fillets on an an aluminum foil-covered baking sheet, skin-side down. Season with salt and pepper. In a small bowl, whisk together the mustard and honey. Brush the top of the salmon filets with the glaze and drizzle with olive oil.
Cut two thin slices of lemon and place one on each piece of salmon. (Reserve the extra lemon.) Bake for 8 minutes or until just cooked through.
Meanwhile, make the salad. Toss the frisé, orange slices, and avocado slices. In a small bowl, whisk together the orange juice, vinegar, and olive oil; season with salt and pepper. Set aside.
Remove the salmon from the oven and squeeze with the juice from the remaining wedge of lemon. Toss the salad with the vinaigrette and serve each place with a piece of salmon and some salad.