I hadn't heard of the term either: Generally, the best way to prepare an orange to go into a dish is to supreme it. Supreming an orange, sometimes described as sectioning an orange, is when you cut an orange (or other citrus fruit) down to its most tender and jewel-like segments. It is easy to do and all you need to get started is a very sharp paring knife.
Read more: http://bakingbites.com/2011/04/how-to-supreme-an-orange/#ixzz3AfvHFYTn
I would like to get clarification on Step 1. It reads
"Remove the rind from the oranges. Supreme the oranges into a small bowl and squeeze the juice from the membrane over them. Stir in the vanilla."
I am wondering what "Supreme" is supposed to mean?