For the pastry: Heat the orange juice in a small saucepan until it begins to thicken, about 5 minutes. Remove from the heat, add the butter and stir to melt. Add the sugar, orange zest and lemon juice, and mix to combine. Then add the egg and buttermilk and mix again.
In a medium bowl, mix the flour, baking powder, baking soda and salt together. Pour the wet ingredients into the dry ingredients and whisk together.
Fill a large saucepan two-thirds up the side with oil. Heat over medium heat until a deep-frying thermometer inserted in the oil reaches 350 degrees F. Using a small cookie scoop, carefully drop scoopfuls of the batter into the hot oil and fry until golden brown all over, 2 to 4 minutes. Remove with a slotted spoon onto a paper-towel-lined plate.
Sprinkle with some confectioners' sugar and orange zest.
For the sauce: Bring the cream to a boil in a small saucepan. Then pour the hot cream over the chocolate. Whisk well until the chocolate melts. Serve in small bowls or dishes alongside piles of the pastry.