In a medium saucepan, over low heat, bring the milk, orange zest and sugar to a low simmer. Whisk in the cocoa, light corn syrup, and the chocolate chips. Stir until the mixture is smooth. Remove from the heat and reserve.
In a small bowl, combine the sugar and cinnamon Reserve.
Put the water, vanilla, butter, sugar, salt, and the orange zest into a medium saucepan and bring to a simmer over medium-high heat. Remove the mixture from the heat and add the flour. Stir with a wooden spoon until the flour is incorporated and begins to pull away from the sides of the pan, about 8 minutes.
Fill a large Dutch oven, over medium heat, halfway with vegetable oil and heat to 360 degrees F. Put the flour mixture into a large bowl. Using a hand mixer, slowly add the eggs 1 at a time. The mixture will break apart as you add each egg but will become smooth again once the egg is incorporated. Make sure each egg has been incorporated into the batter before adding the next.
Oil a 1-ounce ice cream scoop and scoop the batter into the hot oil. Fry the dough balls, in batches, until they are a deep golden brown on all sides. Test a fried donut to make sure that the center is cooked and then remove them from the oil. Frying will take about 8 minutes per batch.
Put a few donuts into a brown paper bag and pour in 2 tablespoons of the cinnamon sugar mixture. Close the bag and shake. Repeat steps. Serve with chocolate sauce for dipping.