Cut the scallions into very thin rounds starting at the white section and going halfway up the pale green section (do not use the green parts). Put them into a small bowl filled with ice-cold water. Cover and refrigerator for 1 hour. Drain and squeeze out as much moisture as possible from the scallions. Set aside.
In a dry pan over medium heat, toast the fennel seeds, cumin seeds, coriander seeds, whole black peppercorns, and star anise until aromatic, approximately 1-2 minutes. Add the salt and thyme and crush the spices in a spice grinder. Reserve 1 tablespoon of the spice mixture. With the rest, season the mahi-mahi on both sides and set aside until ready to cook.
In a bowl, whisk the yogurt lightly with a fork until smooth and creamy. Mix in the orange zest, 1 tablespoon of toasted spice mixture, and cayenne. Stir in the scallions and mint. Chill raita until ready to use.
Pre-heat a black steel pan. Drizzle olive oil over mahi-mahi. Brown the fillets well on the first side for 3 minutes. Turn them carefully and pan-sear for another 2-3 minutes until tender. Remove the fish from the heat to a colorful platter. Garnish with raita and orange segments.