Rub fish fillets with oil. Sprinkle evenly with 1 teaspoon salt and 1 teaspoon pepper.
Arrange thyme sprigs on hot charcoal or hot lava rocks on grill. Coat food rack with vegetable cooking spray; place on grill over high heat (400° to 500°). Place fish on rack, and grill 5 to 6 minutes on each side or until fish flakes with a fork.
Melt butter in a saucepan over medium-high heat; add almonds, and sauté 5 minutes or until butter is brown. Remove from heat. Stir in orange rind. Pour sauce over fish. Garnish, if desired.