Mix together the olive oil, soy sauce, orange juice, and garlic cloves. Add the marinade along with the steak to a storage container or plastic bag. Marinate for at least 30 minutes, but preferably overnight. Let the steak rest at room temperature for 30 minutes before you cook it (if you’re marinating it longer than 30 minutes, marinate it in the refrigerator).
Preheat the oven to 350 F (176 C).
Place the marinated steak on a rimmed half sheet sheet baking sheet, cover the baking sheet tightly with foil.
Bake for 25 to 30 minutes. How long you bake the steak depends on your desired doneness. I prefer to cook this to medium rare, which is anywhere from 130 F - 135 F. Well done is 145 F - 155 F.
Take the steak out of the oven, remove the aluminum foil, and move the steak to a cutting board. Allow it to rest for 5 - 10 minutes before slicing it against the grain.
To make each taco shell, stack two romaine leaves on top of each other. Spread sour cream across the top lettuce leaf, then top with sliced flank steak, quick pickled onions, cilantro, chopped tomatoes, and crumbled feta.