In a large mixing bowl, beat butter with electric mixer on medium to high speed for 30 seconds. Add sugar. Beat until combined, scraping sides of the bowl occasionally. Beat in egg yolk and orange peel. Beat in as much flour as you can with the mixer. Stir in any remaining flour.
On a lightly floured surface, roll dough to 1/2 inch thickness. Using a 1 1/2-inch round cookie cutter, cut into rounds. Press your thumb into center and fill with 1/4 teaspoon orange marmalade.
Bake on parchment-lined baking sheets in a 375-degree oven for about 12 minutes or until edges are lightly browned. Transfer to a wire rack and let cool. In a small saucepan, melt chocolate and shortening over low heat. Dip half of each cookie in chocolate mixture. Place cookies on rack to set.