First add the cocoa powder to the heavy cream for the cocoa whipped cream. Stir well to combine then cover and refrigerate for 1 hour.
Begin preparing the espresso panna cotta by placing the heavy cream, ground espresso beans, sugar and orange peel in a small saucepan over medium-low heat. Bring to a simmer, then turn off the heat and steep for 6 to 8 minutes.
Add the powdered gelatin and using a whisk stir over low heat to warm the mixture and dissolve the gelatin. Do not let it simmer. Strain the mixture through a fine sieve (this not only removes the peel and espresso beans, but also any undissolved gelatin) then pour into individual espresso cups. Cover with plastic and refrigerate until set, about 1 hour.
Once you put these in the refrigerator you can finish preparing the cocoa whipped cream (alternatively, you can do it just before you serve the panna cotta). Whip the cocoa cream until it begins to thicken and then add the confectioners' sugar. Whip until soft peaks form and serve a spoonful over each of the panna cotta servings.