Turn broiler to high.
Slice blood oranges in half, crosswise and remove any visible seeds. Place orange halves on small, rimmed baking pan. If orange halves wobbly, slice a bit off the bottom peel to make sit steady.
Sprinkle date sugar evenly over orange halves, approximately 1/2 tablespoon per orange half.
Drizzle soy sauce evenly over date sugar, approximately 1/2 teaspoon per orange half.
Sprinkle a pinch of cayenne pepper on top of each orange half.
Sprinkle sesame seeds evenly between oranges.
Set pan on second to top rack slot of oven and leave oven door cracked slightly open to moderate heat.
Broil oranges for 2 to 3 minutes, watching carefully and removing once sugar starts to bubble and brown.
Remove and let cool 1 minute before serving. Serve with a serrated grapefruit spoon for easier eating.