1. In a small glass or stainless-steel bowl, whisk together the mayonnaise, mustard, orange juice, tarragon, capers, gherkins, anchovy paste, parsley, and 1/8 teaspoon pepper.
2. Light the grill or heat the broiler. Coat the halibut with the oil and season with the salt and 1/4 teaspoon pepper. Grill or broil the fish for 3 minutes. Turn and cook until just done, about 4 minutes longer. Serve the fish with the orange rémoulade.
Fish Alternatives: Serve grilled or broiled salmon steaks, salmon fillets, or skewered sea scallops with the rémoulade in place of the halibut.
Wine Recommendation: The capers, mustard, and orange juice will go very well with a light, lively white wine with plenty of acidity. Try a pinot grigio from Italy, preferably from the northern Alto Adige region.