Soak the cedar plank in cold water for at least 2 hours.
Combine the lemon and orange zest and juice, brown sugar, oil, and dill in a shallow dish just large enough to hold the halibut in a single layer. Add the halibut and turn to coat. Marinate the fish in the fridge for one hour, turning once.
Preheat your barbecue to medium-high. Remove the plank from the water and dry one side. Set the halibut on the dried side of the plank. Sprinkle the fish with salt and pepper. Place the plank on one side of the barbecue. Turn the heat below to low; leave the other side set at medium-high.
Cover and cook the fish for 15 to 18 minutes, or until just cooked through. Keep a spray bottle of water handy just in case the board ignites. Set the plank on a serving tray, garnish with lemon slices, and serve.