Heat grill to medium-high heat. Brush the fish on both sides with olive oil and season with salt and pepper. Fill the cavities of both fish with orange slices, tarragon and parsley and place on the grill.
Grill the fish for 6 to 7 minutes on each side. Remove from the grill, place on a platter and drizzle immediately with the Sherry Vinegar-Tarragon Vinaigrette.
For the Sherry Vinegar-Tarragon Vinaigrette:
Combine vinegar, shallot, mustard, tarragon, and salt and pepper in a blender and blend until smooth. With the motor running, slowly add the oil until emulsified. Adjust seasoning.