Zest entire orange and juice half of it (about 1/4 cup).
In a 12-inch sauté pan, heat 1 tablespoon oil over medium-high heat. Sauté shallot for 1 minute. Add half of Brussels sprouts, cut-side down, in a single layer; sprinkle with 1/8 teaspoon salt. Cook for 4 minutes. Add half of orange juice, flip sprouts and cook for 4 minutes. Transfer sprouts to a large serving bowl. Repeat with remaining oil, sprouts, salt and juice. Add second batch of sprouts to serving bowl with first batch.