Combine sugar, cocoa, and orange rind in top of a double boiler; gradually add whipping cream, stirring until smooth. Cook over simmering water until sugar dissolves and mixture is smooth.
Beat egg yolks well with a wire whisk. Gradually stir one-fourth of chocolate mixture into yolks; quickly add to remaining chocolate m ixture, stirring constantly. Cook over boiling water until thickened. Cool.
Spoon mixture into 4 cordial glasses or demitasse cups. Chill. Garnish with sweetened whipped cream and orange peel.