Try this - peel ans quarter 2 or 3 oranges. Place in baking dish and pour over a sauce of honey, orange juice, apple juice, cinnamon and nutmeg boiled and reduced. Add a dash of orange liqueur or spiced rum if you like, and some raisins soaked in red wine, sherry or masala as well for an 'extra'.
Grill the orange slices until the surface is just colouring, or bake in hot oven for 10 mins to heat through.
Some brown sugar over the top will caramalise for a texture if you like.
Serve with creme anglaise, cream whipped with a little caster sugar and vanilla, creme fraiche, chilled mascarpone, or whatever you have.
Alternative to make an orange tart like the recipe
here Do read the comments as welll -nice tip - serve with a raspberry coulis/sauce which would cut the sweetness. Epicurious site also has a suggestion with pistachios and cream cheese filling with oranges with v.positive comments too...
Hope these help. The Foody site also has a Mrs Beeton historic option -
http://www.thefoody.com/mrsbpudding/bakedorang e.html could do the trick, but not sure that a whole baked orange will work as a complete dish.