Slice your orange into wedges and add to a baking dish. Mince your fresh herbs and add to your baking dish along with your avocado oil and toss in the oranges to ensure it is all coated.
Bake in your preheated oven for about 30 min or until the tips start to char a little bit.
Once the oranges are done, remove them from the oven and allow to cool for about 10-20 minutes or until you can handle them. Remove the skin and place the rest in the blender along with about 3/4 cup of cold water. Blend until smooth.
Strain your orange juice using a sieve in order to get a super smooth juice. (This will make more than enough for one juice so you can save it for non-alcoholic beverage or double up some of the other ingredients and make a double batch.)
To your glass of choice add your rum first, then add in about 1/3 cup of your roasted orange juice and your ginger beer. Garnish with some slices of orange and a sprig of thyme.