MIX steak sauce, orange juice and sesame oil until well blended. Remove 1/4 cup of the steak sauce mixture for later use. Pour remaining steak sauce mixture over steak in large resealable plastic bag; seal bag. Turn bag over several times to evenly coat steak. Refrigerate 30 minute to marinate.
PREHEAT grill to medium heat. Remove steak from bag; discard bag and marinade. Grill steak 13 to 16 minute for medium-rare to medium doneness, turning occasionally. Remove from grill; cover with foil to keep warm. Let stand 10 minute.
CUT steak across the grain into thin strips. Place evenly in centers of lettuce leaves; top with vegetables and bean sprouts. Roll up. Serve with the reserved 1/4 cup steak sauce mixture.