In a large bowl, combine the sugar and orange zest with the back of a spoon for 2 minutes, until the zest is well incorporated and the mixture is aromatic.
Add the butter, powdered sugar, and salt and beat until creamy. Add the egg and vanilla extract and beat to incorporate. Add the flour and mix on low speed until no white traces remain.
Transfer the dough to a work surface and form a thick disc with your hands. Cut in half. Place one of the pieces of dough on a large piece of plastic wrap to prevent it from sticking to the work surface and hands. Roll into a long 2-inch (5-cm) roll. Wrap in plastic wrap. Repeat these last steps to form the second roll. Refrigerate for at least 3 hours or up to 3 days. (Cookie dough can also be frozen for up to 1 month.)
To cook the shortbread, place a wire rack in the middle of the oven and preheat to 350°F (170°C). Cover a baking sheet with parchment paper.
Unwrap one of the rolls of cookie dough. Use a serrated knife to cut the dough into slices just under 1 cm thick. Place the cookies on the prepared baking sheet, spaced 5 cm apart. Bake for 18 minutes, or until the cookies are golden brown around the edges and below (they will still be pale on the surface).
Transfer to a rack and allow the shortbread to cool completely. (The shortbread does not reach its optimal texture until it has cooled completely.) Meanwhile, melt the Favorite Chocolate Milk Classic Fondue according to the instructions on the package. Using a spoon, decorate the shortbread with the fondue fillets.
Alternatively, add these shortbread to a plate of cut fruit and dip the shortbread in the fondue before serving!