1. 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.

2. 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.

3. Grill for 2 to 3 minutes on each side, until scallops are opaque and lightly charred. Serve immediately.