Preheat the oven to 425 degrees. Lightly butter a baking sheet.
In a bowl combine the chocolate and orange zest.
Trim any uneven edges from pastry sheets and cut each into 4 squares. Brush edges of pastry squares with some of the egg. Divide chocolate mixture among squares, mounding in the center of each pastry and fold each square diagonally in half, forming triangles. Seal edges by gently pressing together and crimp decoratively.
Brush tops of triangles with egg and with a sharp knife cut a small steam vent in top of each turnover. On baking sheet bake triangles in middle of oven until golden, about 12 minutes. Cool slightly on racks. Before serving sprinkle with confectioner's sugar. Makes 12 turnovers.