This is simple-to-make dish with a bright and refreshing taste. This can also be prepared using halibut, and it goes well with a steamed fresh green vegetable. Preparation time does not include marinating time.
Grate the peel from the orange using the finest side of a grater, being careful to remove only the outermost layer of skin and not any of the bitter white pith. Grate enough peel to measure 1 teaspoon. Set aside.
Combine orange juice, lemon juice, oil and soy sauce in small bowl. Pour 1/2 of this orange juice mixture into a shallow glass dish. Add 1/2 teaspoon grated orange peel to orange juice mixture. Coat fish in mixture; cover and allow to marinate in refrigerator at least 1 hour.
Prepare grill for direct grilling over medium heat.
Place remaining 1/2 of orange juice mixture in small saucepan. Stir in cornstarch and remaining 1/2 teaspoon orange peel. Heat over medium-high 3-5 minutes until sauce thickens, stirring constantly; set aside.
Remove fish from marinade; discard remaining marinade. Lightly sprinkle fish with salt and pepper to taste. Grill fish steaks, on uncovered grill, over medium coals 3-4 minutes per side until fish is opaque and flakes easily when tested with fork. Spoon orange sauce over grilled fish, and garnish with orange segments, if desired. Serve immediately.
**Optional: If you'd like to garnish the steak with orange segments, cut off a slice from the top and bottom of the orange you grated peel from. Slice the remaining peel and pith off orange in wide strips, following curve of orange.
Make "V-shaped" slices into center of orange just inside of membranes to remove orange segments; set aside. Discard orange membranes.