Heat oven to 300. Grease 13 x 9-inch baking pan. In small saucepan, melt margarine over medium heat. Stir in onion, flour, orange peel, salt and pepper. Blend in half-and-half. Cook over medium heat, stirring constantly, until thickened and bubbly, about 4 minutes. Set aside.
Cut fish into serving-size pieces. Place in prepared pan. Pour sauce over fish. Cover with foil. Bake until fish flakes easily at thickest part, about 25 minutes. Garnish with orange slices, if desired.
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