Place a piece of baking parchment on the work surface and place the orange dough on top. Cover with another sheet or [parchment and use your hand to flatten and shape the dough into a rough oblong. Then use a rolling pin to roll it out to about 25cm x 20cm ( 10x8 in). Set aside.
Repeat with the chocolate dough making it slightly wider,
Remove the top piece of greaseproof paper from both of the shaped doughs. Place the chocolate dough with its long edge nearest to you. Then place the orange dough on top.
Keeping the long edge nearest you roll up the dough into a sausage shape, using the parchment to help you do this.
Wrap the sausage shaped dough in the parchment and chill for at least 30 minutes.
Preheat the oven to 180℃ (160℃ fan)/350°F/gas mark 4. Use a sharp knife to cut the dough into slices, about 2cm (¾in) thick. Place onto a lightly greased baking sheet, spacing them well apart to allow them to spread. Bake for about 12 - 15 minutes, swapping the baking sheets around after 10 minutes of baking.
Allow to cool for 5 minutes to firm up slightly before transferring to a wire rack to cool completely.