Start your dinner by making the rice; set the cucumbers in a steamer over water flavored with orange zest. Slowly fry the chorizo slices, turning once, in the olive oil until they render their fat. Add the shrimp and saute over high heat for a minute or until just turning opaque. Center rice on a platter, making a well in the center. Spoon the chorizo and shrimp in the middle and wreath it with steamed cucumber slices.