Preheat your grill to medium-high heat.
Lightly brush your salmon with canola oil, season with salt and pepper and place on hot grill flesh side down for about 5-7 minutes on each side.
While fish is cooking, make the sauce.
Pour orange juice into sauce pan and reduce down for about 3-5 minutes, add BBQ sauce and stir until heated through.
While the salmon is still on the grill, brush the flesh side of the salmon with BBQ sauce and let cook, can do this 1-2 times to create glaze.
Once the salmon is done to your liking (about 10-15 minutes), remove from grill and set aside.
To make the coleslaw (can be done in advance), in a medium bowl whisk together yogurt, vinegar, honey and season with salt and pepper. Add in the cabbage and toss to coat.
Serve the salmon on toasted bun, top with coleslaw and extra BBQ sauce if needed.