I am also going to zest several oranges and boil the insides of the oranges and then add the zest and the "orange steeped water" to the boil at the last minute. I dont plan on using any of the actual orange for fermentation just the zest.
BJCP lists IBUs for American Wheat Beer as falling between 15-30. For German beers the range they give vary from 8-15 for a Weissbier all the way to 15-30 for a Weizenbock.
Careful with the orange juice and the orange pith. The pith is intensely bitter and any sugar you extract from the orange in your "steep" is going to ferment away leaving what is often a bitter and unpleasant taste. There's a reason beers are usually made with the zest and not the juice or pith of the fruit.
I have decided to skip on the fruit steep and only add the zest. I also am going to take out the last saaz addition. My original plan was to try and make something similar to the blood orange hefe which is a recipe on here but decided to go more traditional.