In a large bowl, whip the cold heavy cream until medium-stiff peaks form.
Add the sweetened condensed milk, vanilla extract, freshly squeezed orange juice, and grated orange zest. Gently fold to combine.
Melt the dark chocolate over a double boiler, then stir in the coconut oil until smooth and fluid.
Line a loaf pan with parchment paper, then spread a layer of the orange ice cream mixture evenly over the bottom.
Pour a thin layer of melted chocolate over the ice cream layer and place it in the freezer for 10 minutes to harden.
Repeat the layering process until all of the ice cream mixture and chocolate are used. Make sure the top layer is chocolate.
Freeze for at least 4 hours, or until completely firm.
Before serving, let it sit at room temperature for a few minutes, then slice and garnish with fresh orange slices.
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