Preheat the oven to 350 degrees F (175 degrees C). Line a baking sheet with aluminum foil.

Place orange wedges onto the prepared baking sheet. Mix honey, olive oil, thyme, and Sriracha sauce together in a small bowl. Brush enough mixture onto orange wedges to coat. Set remaining mixture aside for basting.

Roast oranges in the preheated oven for about 30 minutes, basting once halfway through.

Remove from the oven and immediately sprinkle wedges lightly with coarse sea salt. Serve warm or at room temperature.