To make the glaze: Combine the orange juice, lemon juice, honey, soy sauce and light brown sugar together in a small saucepan over high heat. Bring to a boil and simmer for 1-2 minutes until the glaze reduces slightly. Season with salt and pepper.
Preheat the oven to 450 F / 230 C and line a sheet pan with parchment.
Prepare the fish by cutting into fillets and remove skin if desired.
Thinly slice the fruit into rounds and lay them in a single layer on the sheet pan, lay aside a couple slices. Put the fish over the top and season with salt and pepper.
Brush the fish with half of the citrus glaze, use the other half midway through cooking. Add the remaining fruit slices on top.
Roast, for about 5 mins, then brush with remaining glaze.
Return to the oven and roast until just cooked through, about 5-10 mins, depending on the size of your fish fillets.
Turn on the broiler (grill) and put the fish back in the oven until citrus fruit begins to caramelize, about 1-2 mins.