Peel orange and lemon, each in one long strip. Squeeze orange, reserving 2 tablespoons juice. Reserve lemon for another use.
Combine orange peel, lemon peel, and next 5 ingredients in a non-aluminum saucepan. Cook over medium heat, stirring occasionally, 3 minutes or until thoroughly heated. Stir in reserved orange juice.
Pour mixture through a wire-mesh strainer into coffee; discard solids; stir. Serve immediately. Garnish, if desired.
*Note: For orange-flavored liqueur, we used Grand Marnier.