In a bowl, mix together the fennel slices, orange segments, orange juice, orange zest, sherry vinegar and olive oil until well combined. Season, to taste, with salt and freshly ground black pepper, then add the chopped tarragon and stir well.
Rub the aubergine wedges all over with 2-3 tablespoons of the vegetable oil. Heat a griddle pan over a medium heat. When the pan is hot, add the aubergine wedges and grill for 1-1½ minutes on each side, or until golden-brown griddle marks appear on both sides and the aubergine is tender. Set aside on a warm plate.
Brush the naan bread discs all over with the remaining vegetable oil. Add the naan bread to the griddle pan the aubergine was cooked in and grill for one minute on each side, or until golden-brown griddle marks appear on both sides.
To serve, place one griddled naan bread disc into the centre of each of six serving plates. Place a pinch of watercress leaves into the centre of each naan bread, then a portion of aubergine wedges on top. Spoon over some of the sherry vinegar dressing. Arrange small piles of the marinated fennel and orange around the naan bread and drizzle over the remaining dressing.
