Prepare half the skewers with fresh bay leaves and half with thyme.
Remove small muscle from sides of scallops, and discard. Combine juices, oil, and salt and pepper to taste. Crush a few sprigs of thyme, and add to marinade. Stir in scallops. Marinate in the refrigerator for 1 to 3 hours.
Heat a grill or grill pan to medium hot, and place grid 4 inches above coals. Double-skewer scallops, alternating with orange sections. Tuck a sprig of thyme or skewer a bay leaf between each scallop and orange. Lay skewers in a pan, and pour remaining marinade over them.
Grill for 2 to 3 minutes on each side, until scallops are opaque and lightly charred. Serve immediately.
