Preheat oven to 200°. Use a vegetable peeler to remove the zest from the orange and lemon. Spread the zest on a baking sheet in a single layer and bake until thoroughly dried -- about 2 hours. Let cool. Place baked zest into bowl of food processor. Process to a powder and then mix with salt and pepper.
One day before cooking, season the meat on both sides with the citrus rub and cover with plastic wrap. Refrigerate for 24 hours, turning the meat after 12 hours.
Remove the meat from the refigerator 2 hours before grilling. Brush the meat with olive oil just before grilling.