Combine milk and orange or tangerine zest in a medium heavy pot. Heat to just below a simmer and turn off heat. Let infuse for 30 minutes. Bring back to just below the simmer, then mix in cocoa powder and chocolate, combining well.
In a medium bowl, beat together yolks and sugar until well combined. Pour one cup of the hot milk mixture over egg mixture, whisking constantly. Pour egg mixture into saucepan. Heat mixture very slowly, stirring constantly with wooden spoon in figure eight pattern. Cook gently over very low heat for about 10 minutes, until custard has become quite thick. Add cold cream to stop the cooking and stir in vanilla extract. Pour through fine strainer into clean bowl and refrigerate until completely cold. Freeze mixture in ice cream freezer then scrape into container, cover, and freeze completely.
Mandarine oranges and tangerines have a more intensely flavored zest than regular oranges that is suited to matching with intense chocolate. If you can get them, try this with Seville oranges, which can sometimes be found in Latin grocery stores.
c.1997, M.S. Milliken & S. Feniger, all rights reserved