Combine egg yolks with sugar in top of double boiler and beat with a wire whisk until frothy. Add Amaretto and grated orange peel.
Place over gently boiling water and beat continuously until smooth.
Remove from heat, still in boiler top, over ice cubes in bowl to cool.
Then whip cream and fold into cool custard with a rubber spatula.
Pour into individual serving cups and chill.
To garnish, sprinkle with shaved chocolate.
