Heat the oil in a medium saucepan over medium heat. Add the shallots and garlic and cook until soft. Add the orange juice and cook until reduced by half, about 8 minutes. Then add the tomatoes, ketchup, paprika, coriander, sugar, honey and vinegar and cook until slightly reduced, about 10 minutes. Remove from the heat, season with salt and pepper and stir in the orange zest. Puree until smooth using an immersion blender. Remove 1/2 cup to serve with the cooked lamb. Let cool to room temperature.
Heat the grill to high for direct grilling. Brush the lamb with canola oil and sprinkle with salt and pepper on both sides. Place the chops on the grill and cook for 2 to 3 minutes. Flip, brush with some of the sauce, and grill another 2 to 3 minutes. Remove to a platter and serve with the reserved sauce.