Whisk the flour, cocoa, baking powder, cinnamon, orange zest, and salt together in a large bowl.
In another medium bowl, briskly whisk the eggs, sugar and melted butter together until smooth and evenly combined.
Make a well in the center of the dry ingredients and pour in the egg mixture. Gradually whisk the liquid into the flour to make a thick batter. When the pizzelle batter starts to clump up in the whisk, switch to a rubber spatula to finish mixing it together. (If you have a large pastry bag, put a big round tip in it, and fill with the pizzelle batter.)
Preheat a pizzelle iron until a drop of water sizzles on the hot surface, about 10 minutes. Lightly spray the hot surface with nonstick cooking spray. Pipe or spoon about a tablespoon of the batter into the center of each cookie imprint. Close the iron and cook until whiffs of steam comes from the iron, about 30 to 45 seconds. Open and remove cookie from the iron, cool on a rack. Repeat with remaining batter.
To make the filling:
Put the chocolate and butter in a microwave safe bowl. Cover and microwave on medium power until soft and melted, about 3 minutes depending on the power of your oven; stir until smooth. Alternatively, put the chocolate in a heatproof bowl. Bring a saucepan filled with 1-inch or so of water to a very slow simmer; set the bowl on the pan (without touching the water). Stir occasionally until melted and smooth. Stir in mint extract.
To serve pipe a tablespoon of the mint filling into the center of half the cookies. Top with another cookie and press to sandwich them together. Serve now or keep tightly covered for up to 1 week.