Rub fish fillets with oil. Sprinkle evenly with salt and pepper.
Preheat grill to medium. Spray the grill grate with vegetable cooking spray. Place the fish on the grate, and grill, without grill lid, 5 to 6 minutes on each side or until fish flakes with a fork.
Melt the butter in a saucepan over medium-high heat; add the almonds, and sauté 5 minutes or until butter is brown. Remove from heat. Stir in the orange zest. Pour the sauce over the fish.
Notes
*Reduce how much sauce you pour over your fish for reduced fat/calories.