Beat the cream cheese or mascarpone together in a large bowl with the sugar, then fold in the cold coffee. In a separate bowl, lightly whip the double cream to soft peak stage, then gently fold it in to the coffee mixture. Spoon into 6 glasses or onto plates, cover and keep in the fridge until ready to serve. You can do this up to 4 hours ahead.
To make the sauce, put the grated chocolate, butter and milk into a heatproof bowl. Bring a pan of water to boiling point, turn off heat and stand the bowl over it to warm and melt the chocolate. Stir in orange zest. Cool in the fridge until needed. Pour sauce into a sauce boat.
To finish, remove the cream from the fridge, then heat through the sauce. Serve with the chocolate sauce drizzled over and your choice
of biscuits on the side.