Finely grate (shred) the zest of the oranges, then squeeze the juice and also the juice of the lemon. Cut the monkfish into medallions about 1½" (4cm) thick. Place them in a bowl with the the orange zest, and the orange and lemon juice. Season with salt and freshly-ground pepper. Mix together and marinate for 30 minutes.
Peel and finely chop the shallots. Melt the tablespoon of butter in a large frying pan and gently sauté the shallots for 3 or 4 minutes until slightly translucent. Add the monkfish medallions, the marinade and ¼ pint (150ml) Fish Fumet.
Simmer for 5 minutes then remove the fish medallions with a slotted spoon, set aside and keep warm. Strain the cooking juice through a sieve (strainer) into a pan over a high heat, bring to the boil and allow to reduce for 5 minutes.
Add the cream and saffron. Gently simmer (not boil) for 2 more minutes then, off the heat, blend in the 2oz (55g) of butter. Pour the sauce over the fish, and serve immediately with Braised Leeks or Leek and Bacon Platter