Warm the mini waffle maker while you mix the ingredients.
Optionally, in a small bowl, work the orange zest into the sugar with your fingers.
In the bowl of the stand mixer (or bowl with hand mixer), beat the eggs and sugar together until the mixture is light.
Add the cold water, cooled butter, and vanilla.
Whisk together the flour and cocoa powder, making sure there are no lumps (I had limited time and I skipped this step. Don't do what I did. You could see the little lumps in the end product.)
Add the dry mixture to the wet mixture.
Mix on low until the batter is smooth and the chocolate color is even throughout.
Pour 1 tablespoon of the batter for each cookie onto the heated and greased waffle cone maker and close the top.
Cook according to the manufacturer’s directions, usually 30-60 seconds.
Gently lift with a fork or silicone spatula and transfer to a wire rack.
Store in a tin, not airtight, away from other cookies. They need some exposure to air to stay crispy.