Preheat the oven to 350, °Fand lightly spray a baking dish with cooking spray.
Rinse the fish, and arrange it in the baking dish. Season the fish lightly with the pepper and nutmeg.
In a small bowl, whisk together the orange zest, orange juice, neutral-tasting oil. Pour over the fish.
Bake the fish for 20 minutes or so, until the fish flakes easily with a fork (or a thermometer registers an internal temperature of145 °F .)