Preheat the oven to 400 degrees F. Set a rack over a roasting pan (I used a rack placed on a foil-lined baking sheet).
Finely grate the zest of the orange into a small bowl. Add the paprika, salt and pepper, and mix to combine.
Massage the oil all over the skin of the chicken. Sprinkle some of the paprika mixture inside the bird. Rub the rest over the outside of the bird. Cut the orange into quarters and place them into the cavity of the bird.
Move the chicken to the rack. Roast for 45 minutes, basting with pan juices occasionally (if they accumulate). Remove the chicken from the oven and criss-cross the bacon over the top of the breasts. Continue to roast until the chicken is cooked through and the bacon is crisp, about 20 minutes longer. Let rest 10 minutes before carving.