1Heat grill. Cut 4 pieces of heavy-duty foil into 14-inch squares. Place 1 fish fillet in center of each square. Sprinkle with salt and pepper; top with orange peel and basil.
2Combine all remaining ingredients in small bowl; spoon over fish.
3Fold foil over fish, making a tight double fold in center and on each end to close securely. Grill, covered, over medium heat or coals 8 to 12 minutes or until fish just begins to flake. Let stand 5 minutes.