Combine flour and cocoa powder in a bowl and set aside.
Place the peels into a mixing bowl and add the sugar. Rub them with your fingertips or mix them with a fork to bring the orange flavor out.
Add the butter and beat on medium speed until the mixture is creamy with a hand-held mixer or with paddle attachment if using a stand-mixer. Stop the machine and scrape down the sides of the bowl with rubber spatula when needed to be sure they are all mixed.
Add in the flour-cocoa mixture in 2 batches and mix until totally incorporated.
Divide the dough in half and place each on a plastic film. Give a rectangular shape to each and cover with plastic film. Start to roll the doughs into approximately 6 inches (15 cm) long logs. Keep them in the freezer for almost 40 minutes, or 4-5 hours in the fridge until they are firm enough.
Preheat the oven to 350°F(177C°). Line baking sheet with parchment paper or silicone baking mat. Set aside.
Take the doughs from the freezer/refrigerator and cut the logs into 0.4inch(1cm)thick slices. Place them on the baking sheet and bake for 12-14 minutes until the edges slightly change color.
Remove the cookies from the oven and let them cool for 15 minutes on the baking sheet. When you remove the cookies, the top of the cookies will be soft. They will firm up as they cool.
Melt the chocolate over bain-marie. Place the chopped chocolate into a heat proof bowl that sits over a pan of simmering water. Stir often until the chocolate melts. Melt the chocolate in the preheated oven at 210F(100C): Place the chopped chocolate into an ovenproof dish. When the chocolate starts melting, stir the chocolate. Continue melting-stirring steps until the chocolate melts.
Dip the cookies into the melted chocolate. Sprinkle orange zest over the chocolate.