I think candied peel would be good too. It's not that hard to make. Basically simmering slowly in a sugar syrup.

When you use the peel, make sure not to get the white pith as well. You just want the coloured skin (the same goes when using lemons).

Also, if using the grated peel as you suggested, I wouldn't think that adding essence would be necessary. The peel has lots of oils in it which are quite pungent, and should suffice. Having said that, it would be personal taste.

Lastly, if just making "half" eggs, I think orange ganache would look pretty special piped into the hollow shells with a fluted nozzle.

Have fun! I wish I could have half as much enthusiasm, I'm struggling just to start making a Potica for Easter (Slovenian cake) !