Most of the approaches published in the literature to construct S-boxes via Cellular Automata (CA) work by either iterating a finite CA for several time steps, or by a one-shot application of the global rule. The main characteristic that brings together these works is that they employ a single CA rule to define the vectorial Boolean function of the S-box. In this work, we explore a different direction for the design of S-boxes that leverages on Orthogonal CA (OCA), i.e. pairs of CA rules giving rise to orthogonal Latin squares. The motivation stands on the facts that an OCA pair already defines a bijective transformation, and moreover the orthogonality property of the resulting Latin squares ensures a minimum amount of diffusion. We exhaustively enumerate all S-boxes generated by OCA pairs of diameter $4 \le d \le 6$, and measure their nonlinearity. Interestingly, we observe that for $d=4$ and $d=5$ all S-boxes are linear, despite the underlying CA local rules being nonlinear. The smallest nonlinear S-boxes emerges for $d=6$, but their nonlinearity is still too low to be used in practice. Nonetheless, we unearth an interesting structure of linear OCA S-boxes, proving that their Linear Components Space (LCS) is itself the image of a linear CA, or equivalently a polynomial code. We finally classify all linear OCA S-boxes in terms of their generator polynomials.