- In a saucepan over high heat, bring the orange liqueur, zest, citrus juices and sugar to a boil. Reduce until syrupy. Let cool.
- Preheat the grill, setting the burners to medium.
- In a bowl, toss the scallops with half the citrus glaze. Thread 3 scallops and 1 lime wedge onto each skewer. Season with salt and pepper. Grill 1 to 2 minutes per side, depending on the size of the scallops.
- Place the brochettes on a serving platter. Brush with the remaining citrus glaze. Sprinkle with cilantro. Season with pepper. Serve over a small salad.