Juice the orange and lemon and place juices in a small bowl. Remove any membrane that rises to the top and any seeds and unwanted pulp.
Crack the egg into a small saucepan and whisk well. Add the sugar and the juice and stir to combine. Cook over medium low heat, stirring often with a spoon, until sugar is dissolved and mixture is thickened and bubbly, 5 to 10 minutes.
Refrigerate dressing until cool. Just before serving mix with fruit; 1 scant tablespoon dressing per cup of fruit, or entire recipe for about 12 cups of fruit. (Example: 1 muskmelon, 1 honeydew melon, 1 pint strawberries, and all of the dressing.)