Spray a grill or broiler pan with cooking spray. Turn on grill or heat broiler. Place cod on grill or broiler pan and brush lightly with oil.
Grill or broil 3 to 4 inches from heat for about 10 minutes — or until fish flakes easily with a fork. The fish should reach an internal temperature of 145 F. Set aside.
In a large bowl, toss together remaining ingredients except for grapefruit and orange segments. Divide salad between two plates. Top with cod and citrus pieces and black pepper to taste.