Preheat grill to 425 degrees.
Rinse the red snapper fillet and place (skin side down) on a baking sheet.
Arrange orange and lemon slices on top, sprinkle with scallions, drizzle with olive oil and season with salt and pepper.
Transfer to a grill basket or place directly on the grill, skin side down.
Roast for 20 - 22 minutes or until cooked to your liking.