Preheat a grill to medium high. Place the cabbage wedges on a baking sheet and drizzle with the canola oil on both sides. Sprinkle with the sugar and season with salt and pepper; toss to coat. Grill the cabbage until the edges begin to wilt but the rest remains crunchy, 3 to 4 minutes per side. Remove from the grill and let cool slightly.
Meanwhile, make the vinaigrette: Combine the orange zest and juice, mustard and olive oil in a medium bowl and whisk until emulsified. Add salt and pepper to taste. Chop the grilled cabbage, discarding the core, and add to the bowl with the dressing. Add the parsley and scallions and toss to coat.