Grilled Scallop "Ceviche"

Toss scallops with 1 tablespoon oil, 1/2 teaspoon salt, and 1/4 teaspoon pepper in a bowl, then thread 4 scallops onto each skewer.
Prepare grill for direct-heat cooking over high heat.
Oil grill rack, then grill scallops, covered only if using a gas grill, turning over once, until just cooked through, about 5 minutes. Transfer to a plate and cool slightly.
While scallops cool, cut peel, including white pith, from orange with a sharp paring knife, then cut segments free from membranes. Coarsely chop enough segments to measure 1/4 cup and transfer to a large bowl (reserve remaining orange for another use). Stir in lime juice, cucumber, shallot, jalapeño (to taste), and remaining 2 tablespoons oil, 1/2 teaspoon salt, and 1/4 teaspoon pepper.
When scallops are cool enough to handle, halve each crosswise (quarter if large), then add to cucumber mixture, tossing to combine. Marinate, covered and chilled, until cold, at least 1 hour. Just before serving, stir in cilantro.