Oranges originate in the Far East but did not reach Europe until the 10th century. At that time, they were introduced by Muslims in the Iberian Peninsula in North Africa. They came to the Middle East shortly before, but not 900 years before.
So, either the cook of the Last Supper traveled on a long trip to East Asia looking for citrus, or all of these great painters, despite their beautiful works, made a historic mistake in choosing food.