To prepare the Orange Teriyaki Baste, into a bowl combine sesame oil, brown sugar, soy sauce, sambal, lime juice, honey, orange juice, cilantro, garlic, white and black sesame seeds and green onion. Mix well to combine and set aside
Using a brush, brush the shark steaks on one side with oil, flip over and repeat on other side of shark steaks. Season shark with Cajun seasoning, on both sides, pressing the spices into the flesh to adhere.
Preheat grill to very high, about 600°F.
Place steaks onto a very hot grill and cook shark with the lid open for about 6 to 8 minutes per side, basting frequently, until fish is just cooked through and flakes easily with a fork.
Remove shark steaks from grill and serve.