In a saucepan over low heat, cook the orange juice slightly and then whisk in the remaining ingredients.
Place the ham steaks in a baggie and pour in the marinade, seal the baggie and refrigerate the ham for 2-3 hours, turning once or twice to make sure all surfaces are covered. Remove the steaks from the refrigerator one hour before grilling.
Remove the steaks from the marinade and pour the remaining marinade into a small saucepot. Place the liquid over medium heat and simmer until reduced by half.
Using a small paring knife, make small slits through the fat on the outer perimeter of the ham steaks. Grill over direct medium heat until the ham turns brown and crispy. Turn once while cooking. While the ham is grilling, brush the surfaces with the reduced marinade. Remove the ham from the grill and cut into serving sized pieces, drizzle with any remaining marinade.