Grate 1/2 tsp. rind from the orange, then peel it. Slice the orange across the segments to create wheel shapes.
Mix together the grated orange rind, yogurt, Patak's Madras Paste and oil. Put 2-3 tbsp. of the yogurt-Madras mix in a small dish and set aside.
Place the steak into the remaining yogurt mix, stir and refrigerate for 10 minutes.
Thread the steak, pepper, onions and orange alternately onto skewers and grill for 10-15 minutes, turning occasionally and basting with the yogurt set aside earlier.