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2 thick-skinned Valencia or navel oranges
350ml granulated sugar
150ml water
Caster sugar for rolling
100g Lindt 85% chocolate. (You can use a lower percentage, but the peels themselves are very sweet, and you really need the bitterness of a high-cocoa chocolate to offset it)

Cut tops and bottoms off of the orange and score the orange into quarters, cutting down only into the peel and not into the fruit. Peel the skin and pith of the orange into quarters. Cut the peel into strips about 6mm wide. 
Put the orange peel in a large saucepan with cold water to cover, bring to a boil over high heat. Pour off the water. This is important to remove the bitter oils from the pith.
Cover again with cold water, bring to a boil again. Pour off the water.
Cover again with cold water, bring to a boil again. Strain the peels. 
Whisk the sugar with the 150ml water while bring to a simmer and cook for 8 to 9 minutes (If you have a jam thermometer you want 230 to 234 degrees F, 110 to 112C.) 
Reduce the heat to a simmer and add the peels - cook for about 45 minutes until the pith becomes translucent. Resist the urge to stir the peels or you may introduce sugar crystals into the syrup. If necessary, swirl the pan to move the peels around.
Drain the peels, save the syrup for next time!
Roll the peels in caster sugar and dry on a rack for 5 hours.
Melt the chocolate in a bain-marie and half dip the peels, placing them on baking parchment or greaseproof paper to set – this will take a while, but it’s worth waiting.

OriginalGriff wrote:

The water is to dissolve the sugar before the peels get in there