Lightly oil an 8 1/2-by-4 1/2-by-2-inch loaf pan and line it as neatly as possible with plastic wrap, allowing the ends to drape over the sides. (I lay two pieces of plastic wrap crosswise in the pan, overlapping in the center.) Place the pan in the freezer.
Place a large heatproof bowl over a pan of simmering water. Place the butter in the bowl, then the chocolate and coffee powder and heat until just melted, stirring occasionally with a rubber spatula. As soon as the chocolate and butter are melted, take the bowl off the heat and whisk in, one at a time, and in order, first the confectioners' sugar, then the cocoa powder, egg yolks, Cognac and salt. Set the bowl aside for 15 minutes to cool.
Place the egg whites and granulated sugar in the bowl of an electric mixer fitted with the whisk attachment and beat on high speed until the whites form firm but not dry peaks. Fold the whites into the cooled chocolate mixture with a rubber spatula.
Without cleaning the bowl or whisk attachment, pour the cream and vanilla into the bowl and beat on high speed until it forms firm peaks. Fold the cream carefully but thoroughly into the chocolate mixture. Pour into the prepared loaf pan, smooth the top, fold the plastic wrap over the top and chill for 4 hours or overnight.
To serve, turn the terrine out of the mold and unwrap it. Spoon a puddle of Orange Sauce in the middle of each dessert plate and place a slice of the terrine in the middle. Sprinkle each serving lightly with orange zest and fleur de sel.
Beat the egg yolks and sugar in the bowl of an electric mixer fitted with the paddle attachment on medium-high speed for 3 minutes, until very thick. Reduce to low speed and mix in the cornstarch.
With the mixer still on low, slowly pour the hot milk into the egg mixture (I use a liquid measuring cup for pouring). Pour the mixture into a clean, small, deep saucepan and cook over medium-low heat, stirring constantly with a wooden spoon, until it reaches 180 degrees F on a candy thermometer and thickens to the consistency of heavy cream. The mixture will coat the spoon. Don't cook it above 180 degrees F or the eggs will scramble! Immediately (it will keep cooking in the saucepan), pour the sauce through a fine-mesh sieve into a bowl and stir in the vanilla, Cognac, Grand Marnier and orange zest. Cover and chill.
To "scald" milk for the sauce, heat it to just below the boiling point. You'll see bubbles forming around the edge.
Consumption of raw or undercooked eggs, shellfish and meat may increase the risk of foodborne illness.
Recipe from Make It Ahead. Copyright (c) 2014 by Ina Garten. By arrangement with Clarkson Potter/Publishers, A Division of Random House, LLC.