Whisk together lime juice and zest, orange juice and zest, olive oil, garlic, onion, oregano, cumin, salt, and pepper in a bowl. Reserve 1/2 cup marinade to drizzle over grilled steaks.
Place steaks in marinade, cover and refrigerate for at least 1 hour, up to overnight.
Preheat grill or grill pan to medium high heat. If you can only keep your hand over the heat for 2 to 3 seconds, it’s hot enough. Brush grill lightly with cooking oil. Place steaks on grill and grill 4 to 5 minutes per side for medium rare.
Remove steaks from the grill, drizzle with reserved marinade, cover loosely with foil and allow to rest 10 minutes.