In a small saucepan, bring bulgur and the water to boiling; reduce heat. Simmer, covered, about 5 minutes or until the water is almost absorbed. Remove from the heat. Let stand, covered, for 10 minutes.
Meanwhile, shred 1/2 teaspoon zest from one of the oranges into a large bowl. Juice one of the oranges and add the juice to the zest in bowl. Cut the peel and all the white pith off the remaining two oranges. Working over the large bowl (to catch juice), cut sections from oranges, letting them fall into the bowl.
Add all remaining ingredients (except bulgur) to the oranges. Toss gently to combine. Add undrained bulgur and toss again to coat. Chill, covered, for 4 to 24 hours, stirring once or twice.