Line a 20x20cm (8x8 in) square pan with baking parchment or foil. Set aside.
Melt chocolate with condensed milk in a double boiler or in the microwave. Stir until smooth. Remove from heat, stir in nuts and grated orange zest.
Pour chocolate mixture into prepared pan. Chill 2 hours, or until firm, and cut into squares. Store, covered, in the refrigerator.
Tip: When serving for a crowd, arrange squares on a serving platter and lightly dust with cocoa powder. Garnish with strips of orange zest.