You would say "Please remember to buy some oranges if you see any." Oranges refers to the whole fruit, and that's usually how they are sold. "Pieces of orange" is something you could say to talk about a small part of an orange and not the whole fruit. However, we usually call a piece of an orange a "slice." So if you wanted someone to buy not whole oranges but only orange pieces, you could say "Please remember to buy some orange slices if you see any" and that would sound perfectly normal. :) It is just asking for a different product than a whole, unsliced orange.

It’s like Kayla said. I’ll also point out that in general, we buy whole oranges at the market. I think your confusion is due to the fact the word “fruit” is usually uncountable — “buy some fruit” or “buy some pieces of fruit.” When we name the fruit, however, it’s usually countable “buy some apples, oranges, and bananas.”

The second phrase, "Please remember to buy some oranges if you see any." is the correct way.