Yeah, if you use fresh orange zest, just grate or cut the rind, being careful only to get the orange part. You don't want the white part(pith) as it tastes nasty.
You can do this with any orange that has a fragrant skin. I made a witbier with blood orange zest that was awesome. And no honey should be necessary, Blue Moon is just a commerical Belgian White Ale (Witbier) and it should only need Orange Zest and Coriander, along with the appropriate yeast and wheat extract to achieve the style.