Preheat oven to 220 degrees C. Coat the inside of a 20x30cm baking dish with vegetable oil.
Sprinkle the salmon with salt and pepper and place into the baking dish. Arrange the lemon slices and onion rings on the salmon. In a bowl, mix together the mayonnaise, lemon juice, harissa and smoked paprika until the mixture is smooth and well combined. Spread the mayonnaise mixture over the fish, lemon and onion slices, getting the sauce onto the fish. Pour the orange juice and wine around the salmon.
Bake in the preheated oven until the fish is hot and has begun to turn opaque, 10 to 12 minutes. Remove the baking dish from the oven, set a grill rack to about 15cm from the grill, and turn the grill on. Grill the fish until nicely browned, about 3 minutes.
You can place the onions and lemon slices on the salmon after spreading the sauce, but they can burn under the broiler.