Combine the cream, milk, sugar, and orange zest in a medium, heavy saucepan. Scrape the seeds from the vanilla bean into the pan and add the vanilla bean halves. Bring to a gentle boil over medium heat. Remove from the heat.
Beat the egg yolks in a medium bowl. Whisk 1 cup of the hot cream into the egg yolks. Gradually add the egg mixture, whisking, to the hot cream. Cook over medium-low heat, stirring occasionally, until the mixture thickens enough to coat the back of a spoon and reaches 170 degrees F. on an instant-read thermometer, about 5 minutes. Remove from the heat and strain through a fine mesh strainer into a clean container. Cover with plastic wrap, pressing down against the surface to keep a skin from forming. Chill in the refrigerator for 2 hours.
Combine the chocolate and oil in a small saucepan and melt gently, stirring occasionally, over medium heat. Remove from the heat and let cool slightly.
Remove from the refrigerator and pour into the bowl of an ice cream machine. Freeze according to the manufacturer's instructions. After the ice cream is made, transfer to an airtight container and stir in the melted chocolate. Cover tightly and freeze until ready to use.
Yield: 1 quart