Heat coals or gas grill for direct heat. In small bowl, mix all ingredients except pork and oil. Brush oil on all sides of the pork.
Rub lemon peel mixture over pork. Cover and grill pork over medium low heat 15 to 20 minutes, turning occasionally, until pork has slight blush of pink in center and meat thermometer inserted in center reads 160°F.
Remove pork from grill; cover with foil. Let stand 5 to 10 minutes before slicing.