Combine oil, lime juice, Worcestershire sauce and mustard in small bowl to make basting sauce.
Arrange albacore on well-greased grid.
Baste with sauce.
Grill, 4 to 5 inches from medium-hot coals, 6 to 8 minutes, turning fish halfway through cooking time and basting frequently.
Albacore should be pink in center when removed from heat.
Top with lime peel.