In a heavy medium saucepan, heat the milk, 1 cup cream, brown sugar, orange peel, and cayenne over medium-low heat until just simmering. Remove from heat. Add chocolate and vanilla; let stand 5 minutes. Whisk until the mixture is smooth and chocolate is melted. Return to medium-low heat; cook and stir until desired temperature. Remove orange peel. Pour into demitasse or small teacups and top with a small dollop of whipped cream.