Grilled Crunchy Coleslaw

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1 medium red cabbage, cut into 8 wedges (leave the core intact so each wedge holds together)

2 tablespoons canola or vegetable oil

1 tablespoon sugar

Kosher salt and freshly ground pepper

2 teaspoons orange zest, plus 2 tablespoons orange juice

2 teaspoons Dijon mustard

1/3 cup olive oil

1/2 cup chopped fresh parsley

2 scallions, chopped