Grease a 33cm x 23cm Swiss roll tin and line with parchment paper.
Preheat the oven to 180°C.
Melt the chocolate over a pan of hot water and let it cool slightly.
Whisk sugar and egg yolks together until light and creamy.
Stir the cooled chocolate into the yolk mixture.
Whisk egg whites in a separate bowl until stiff peaks form.
Fold the egg whites and cocoa powder into the chocolate mixture gently.
Pour the batter into the tin and level the surface.
Bake for 20 minutes until the sponge is firm.
Place a rack over the tin without touching the cake.
Cover with a damp tea towel and leave to cool for several hours.
Whip the cream and stir in the orange zest.
Invert the roulade onto parchment paper dusted with icing sugar.
Remove the lining paper and trim the long edges.
Spread the cream over the sponge and roll it up tightly from the short edge.
Serve slices with orange segments steeped in Grand Marnier.