Prepare the marinade: in a shallow nonmetallic dish, mix together the olive oil, orange and lemon juices, and garlic, then season with salt and pepper. Add the tuna steaks and turn them to coat thoroughly. Cover the dish and let it chill in the refrigerator for about 1 hour.
While the tuna marinates, create the orange relish: place the oranges, olive oil, and cilantro in a bowl, tossing to combine. Season the mixture with salt and pepper according to your preference.
Take the tuna steaks out of the marinade, keeping the liquid aside for basting. Arrange the steaks under a preheated hot broiler, positioned 3 in (7 cm) below the heat. Cook for 3 minutes on each side (or adjust to your desired doneness), brushing with the reserved marinade once or twice, until the fish turns opaque and flakes easily with a fork. Serve immediately with the fresh orange relish spooned alongside.