Its all in how much flavor you want. 1-2 normal sized fruit will impart a good solid flavor. The reason for adding at 0 is to limit as much as possible boiling off of the oils that will give the flavor but also you need to ensure it is done hot enough to kill any wild yeast on the fruit itself. Wheat with orange is a great mix, I'd say start with 2 medium sized oranges that have an excellent smell of the zest. Use a zester that finely grates the zest off the fruit (about 5.00 at BBB) and enjoy. If it is not enough for your taste, you can either add a slice of orange when you pour or squeeze a little juice in the glass at first. When you zest the fruit, you want to leave a slight skin of orange (or yellow or green depending on orange, lemon, or lime) on the fruit. That way you know you are getting the oil gland cut and the flavor in the beer, but none of the pith (white part) which is quite bitter and will be overly noticeable in any beer. Hence why I recommend a zester and not just a sharp knife.