Heat oven broiler. Arrange orange slices in an even layer on an foil-lined baking sheet fitted with a wire rack; sprinkle with 3 Tbsp. sugar. Broil, rotating pan as needed, until slightly caramelized, about 7 minutes; set aside.
In a small bowl, add the orange juice and coconut milk. In a medium sized bowl, whisk together the cornmeal, flour, baking powder, baking soda, salt and orange zest.
In another medium sized bowl, beat the egg whites until they are soft with fluffy peaks. Set aside the beaten egg whites.
In a clean bowl of a mixer, beat the sugar with the oil until combined (about 1 minute).
On medium speed, beat in the egg yolks one at a time until combined. Add ⅓ of the flour mixture. Add ½ of the orange juice/coconut milk and beat for about a minute. Add another ⅓ of the flour mixture. Stop the mixer and with a spatula, scrape down the sides of your pan to combine all the flour mixture. Add the rest of the orange juice/coconut milk and beat for about a minute. Add the rest of the flour mixture.
Stop the mixer and fold in the egg whites gently until combined and you don’t see any more white streaks.
Spoon the batter on top the caramelized orange mixture. Even out the top of the batter with a spatula. Bake about 30-35 minutes or until a toothpick inserted in the middle comes out clean. While the cake is baking, prep the orange glaze.
