1. Trim fat from edges of lamb chops to 1/8-inch thickness. Brush both sides of lamb evenly with olive oil. Sprinkle evenly with salt and pepper. Let stand 15 minutes.
2. Grill lamb chops, covered with grill lid, over medium-high heat (350° to 400°) 4 to 5 minutes on each side (medium-rare) or to desired degree of doneness. Transfer lamb chops to a serving platter; cover loosely with aluminum foil, and let stand 5 minutes.
3. Cut orange into 8 wedges. Grill orange wedges, covered with grill lid, over medium-high heat (350° to 400°) 1 to 2 minutes on each side or until grill marks appear. Serve lamb chops with grilled orange wedges, Lemon-Tarragon Aïoli, and Orange Gremolata.