Combine sugar with water and orange zest, bring to a boil and cool. Strain through a sieve and add orange juice, lemon juice and Grand Marnier.
Beat egg white until semi-stiff and fold into mixture. Freeze for about 4 hours, stirring every 20 minutes with a whisk to prevent ice crystals from forming.
Place into glasses and garnish with orange zest and grated chocolate. Serve.