Place the double cream and caster sugar into a mixing bowl and whisk until softly whipped.
Add the mascarpone and orange zest, then fold together until smooth.
Dissolve the hot chocolate powder in the hot water, then pour into a shallow dish and mix with the orange juice.
Dip a few sponge fingers at a time into the chocolate mixture for a few seconds until soaked but not soggy.
Arrange half of the sponge fingers into a serving dish, then spread over half of the mascarpone mixture.
Grate over most of the dark chocolate.
Repeat the layers, finishing with the mascarpone mixture on top.
Cover and chill until firm.
To serve, dust with cocoa powder and finish with the remaining grated chocolate.