In a saucepan, combine orange juice, jalapeno, cumin, salt if desired and pepper. Cook over medium-high heat until mixture begins to simmer. Stir in onion.
Combine cornstarch and water until smooth; add to the sauce. Bring to a boil over medium heat; cook and stir for 2 minute or until thickened and bubbly. Remove from the heat. Stir in oranges and cilantro; keep warm.
Grill the lamb chops, covered, over medium-hot heat for 12-14 minutes, turning once, or until a meat thermometer reads 140 degrees F rare; 160 degrees F, medium-well; or 170 degrees F, well done. Serve with orange sauce.