Place the steak on a cutting board and pat both sides dry with a paper towel. Add the orange zest, salt, pepper and cumin to a small bowl and use your fingers to rub the ingredients together. Pat the mixture on both sides of the steak and set aside for 45 minutes.
Preheat a gas or charcoal grill to medium.
In a small bowl, add the oil. Use tongs to dip a folded paper towel into the oil, then rub the oil-saturated towel along the grill grates. Place the steak on the grill and cook until nicely charred, 6 to 8 minutes. Turn the steak over and cook until the second side is charred but the center of the steak still gives under light pressure, 6 to 7 minutes longer (for a rare to medium-rare steak). Transfer to a platter and rest for 10 minutes.
Using a knife, slice the strip (the long piece) and fillet (the small round piece) from the bone and carve the two cuts crosswise, against the grain. Divide between the plates and serve.