Line a cookie sheet with foil. Bring cream to simmer in heavy medium saucepan. Reduce heat to low. Add half the chocolate and whisk until melted. Whisk in butter and orange peel. Freeze until chocolate mixture is firm enough to mound on spoon, about 40 minutes. Drop mixture by rounded tablespoons onto foil-lined sheet, spacing apart. Freeze until almost firm but still pliable, about 30 minutes. Roll each in cocoa powder. Then roll between palms of hands into ball. Place on same sheet. Freeze until firm, about 1 hour. Melt remaining half of chocolate with shortening in top of double boiler over simmering water, stirring until smooth. Remove mixture from over water. Grasp 1 truffle between thumb and index finger; roll truffle in melted chocolate, coating completely. Shake to remove excess chocolate. Place truffle on same foil-lined sheet. Repeat with remaining truffles. Refrigerate until coating is firm, about 1 hour. Dust truffles with cocoa powder, brush off excess. (Can be prepared 2 weeks ahead. Store in refrigerator in an air-tight container.) Let stand at room temperature 10 minutes and serve.