Add butter, sugar, flour, egg yolk, milk, salt, and orange zest (if desired) to the bowl of a stand mixer. Using the paddle attachment, mix on medium speed until combined. You will end up with a relatively sticky, smooth mixture, somewhere between a batter and a dough.
Transfer the batter to a piping bag fitted with an open star tip. As the batter is a bit thick, you can microwave it for about 10-12 seconds beforehand to soften it so that it is easier to pipe.
Pipe the batter in about 2-2.5" strips on a greased cookie sheet. To better allow the cookies to retain their shape, chill the batter in the freezer for at least 2 hours.
Bake at 350° for around 12-15 minutes, or until just golden brown. Let cool for about an hour.
Place the chocolate in a heatproof bowl, then position the bowl over a saucepan of simmering water. Stir the chocolate occasionally until melted. Dip the cookies in the chocolate and allow to cool on a baking rack.