Combine first 5 ingredients in a medium saucepan. Bring to a boil; cook until reduced to 1/2 cup (about 20 minutes).
Remove from heat; cool slightly.
Combine pepper, salt, and fennel seeds; rub over both sides of fish.
Place fish on grill rack coated with cooking spray; grill 3 minutes on each side. Turn fish; brush with half of orange juice glaze. Grill 1 minute. Turn fish; brush with remaining orange juice glaze. Grill 1 minute or until fish is medium-rare or until desired degree of doneness.
Note: Store cooked tuna in refrigerator for up to 1 day.
Wine Note: With its bright citrus flavors and the char from the grill, this dish needs a refreshing flavor-packed white. Try the spicy, herbal, and crisp Kumeu River Pinot Gris form New Zealand. The 2000 vintage is $