Combine oil, rind, juice, and Worcestershire sauce in a shallow dish. Place fillets, skin side up, in dish. Let stand 15 minutes.
Preheat broiler with oven rack 6 inches from heat. Place fillets, skin side down, on a foil-lined baking sheet. Sprinkle with salt and pepper. Broil to desired degree of doneness, 8 to 10 minutes. Remove fillets from foil using a metal spatula.
Sometimes simple is best. I grilled our salmon instead of broiling.