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.
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 rmoulade.
Serve grilled or broiled salmon steaks, salmon fillets, or skewered sea scallops with the rmoulade 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.
