Cut pork into thick slices and place into a shallow glass baking dish. Using 1 tablespoon of the Worcestershire, brush sauce over both sides of each piece. Let stand at room temperature for 15 minutes to marinate.
Zest the orange (Be sure to only zest the orange part as the white part can add a bitter taste) and set aside. Meanwhile, heat grill.
In 2-quart saucepan, mix together remaining 2 tablespoons Worcestershire sauce, honey, orange zest, and salt until well blended. Heat to boiling over high heat. Reduce heat to medium and continue boiling for 1 minute.
When grill is heated, wrap potatoes in foil and pierce with a fork. Add potatoes and pork slices to the grill, spooning half of the honey mixture evenly over the pork. Cook 5 minutes, then turn pork over and spoon remaining honey mixture over top; cook 3-5 minutes longer or until meat is cooked through (an internal temperature of at least 160°F).
Remove pork from grill and allow to rest. While pork is resting, slice zucchini into halves, lengthwise. Sprinkle with salt and and pepper; drizzle with olive oil. Rub into zucchini and then place onto hot grill. Cook each side for approximately 2 minutes until softened.
Serve pork slices with potatoes, zucchini, and watermelon on the side.