Combine ricotta cheese, chocolate morsels, orange rind, and confectioners sugar; blend well. In a small bowl, beat the heavy cream and vanilla until soft peaks form. Fold the whipped cream into ricotta cheese mixture. Chill.
Preheat oven to 375ºF. Grease a baking sheet.
Combine water and butter in a medium saucepan. Bring to a boil; cook until butter melts. Quickly stir in flour and salt; beat until dough forms a ball in center of pan. Remove from heat; let stnd for 5 minutes. Add eggs, one at a time, beating thoroughly after each addition. Beat in orange rind. Drop mixture from a tablespoon onto prepared pan. Bake for 20 minutes or until puffs are firm and crusty. Prick with a fork to release steam; leave in oven for an additional 5 minutes. Remove from oven; cool. Cut off tops; fill with cheese filling.
Melt the baking chocolate over a double boiler until melted. Drizzle over puffs with a spoon.