Preheat your oven to 350°F (180°C) and line a baking sheet with parchment paper.
On a lightly floured surface, gently roll out the puff pastry and cut it into equal-sized triangles.
Melt the dark chocolate in a double boiler or in the microwave. Combine the melted chocolate with the butter, vodka, and finely grated orange zest.
Spoon a small amount of the chocolate-vodka filling onto the wider end of each pastry triangle, then roll them up into croissant shapes.
Place the croissants on the prepared baking sheet, ensuring the seam is facing down to prevent them from unfolding during baking.
Whisk together the egg yolk and milk, then brush the mixture over the tops of the croissants to give them a golden-brown color.
Bake the croissants for 15-18 minutes, or until golden brown and crispy.
Let them cool slightly on the baking sheet, then dust with powdered sugar before serving.
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