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Beat the butter with an electric whisk until it is light and fluffy, then beat in the icing sugar a little at a time, adding the orange zest and 1 tbsp orange juice. Beat in the flour and cocoa a little at a time, then mix in the chocolate and orange peel and 1-2 tbsp milk.
Divide the mixture into two, pat each into a rough log shape on a piece of non-stick wrap or baking parchment, then use the wrap to help you shape each piece into a log around 15cm long. Chill until firm, about 2 hrs (see tip, below).
Heat the oven to 180C/160C fan/gas 4. Line two baking sheets. Cut ½cm-thick cookies from the dough and lay them on the baking sheets, leaving space so they can puff up and spread. Put a piece of sugared candied orange on top of each. Bake for 10-15 mins or until the cookies are puffed. Cool on the sheets for a couple of mins before sliding them onto a wire rack. Will keep for two to three days in an airtight container.