Lightly grease a 1-quart charlotte mold.
Place the chocolate in a medium heat-proof bowl. In a small saucepan, scald the milk and sugar. Remove from the heat and pour over the chocolate. Stir to blend. Let cool, then beat in the egg yolks until smooth and shiny. Add the orange peel and beat to incorporate. Let cool completely.
In a clean bowl, beat the egg whites with a pinch of salt until stiff. Fold 1/2 of the whites into the chocolate mixture to lighten. Gently fold in the remainder.
In a small bowl, combine the cognac and water. Dip the macaroons 1 at a time into the mixture, then layer across the mold, flat side down. Arrange additional macaroons up the sides of the mold, flat sides out. Spoon 1/2 of the chocolate mixture into the mold, and top with a layer of macaroons. Add the remaining chocolate mixture and top with the remaining macaroons.
Cover with plastic wrap and place a plate on top. Place a weight (such as a large can or measuring cup filled with water) on the plate and refrigerate until set, at least 8 hours or overnight.
To serve, remove the weight and plate and unwrap. Place a platter on top of the charlotte and invert, shaking slightly to release and remove the mold. Thinly slice. Garnish with chocolate shavings and serve.
Yield: 6 servings