When rubbing or shaving citrus fruit, you realize very quickly, that the aroma you want is only contained in the very outermost layer of the skin, i.e. the zest. Take care to carefully shave of this part as the pith (white stuff below the zest) can add a very bitter taste.
I have successfully used grapefruit zest in a Bock this year. I would suggest following Brewdog's advice of putting the zest directly into fermenting vessel as you would with hops when dry hopping. I assume that quite a lot of the aromatic compounds will be lost to evaporation when you boil orange zest. As with all fruit, you want to wash citrus thoroughly first to remove any pesticide, fungicide or other contaminants from the surface. Furthermore, I sanitize the zest of citrus with multiple rounds of Star San (or Isopropyl depending on what's available) to avoid any contamination with wild yeast or bacteria that tend to stick to fruit skins.
 Wikipedia has a good article on zest: https://en.wikipedia.org/wiki/Zest_(ingredient)