Preheat a barbecue or indoor grill to medium-high heat. Brush the tuna steaks with oil, then season with salt and pepper. Lightly oil the grill if not non-stick, then grill the steaks 2–3 minutes per side or until still slightly rare in the middle. (If you like your tuna entirely cooked through, cook 1–2 minutes more per side). Divide the tuna steaks among plates, garnish with orange slices and cilantro and serve dipping sauce alongside.