Well, idk if your familiar or have heard of JAOM (Joe's Ancient Orange Mead), but it calls for whole oranges. This this is supposedly to not only add orange flavour, but to be used as a bitter to counteract the residual sweetness in this bread yeast mead. The whole oranges does it's bittering job well enough, but the pith (white stuff in between the zest and orange) often adds an "orange pith" flavour to the mead, which is highly undesired. For this reason, I would suggest not including the pith. If you want to include the zest and the orange itself, I would suggest grating the zest, and then pealing the pith off the orange, and then simply using only the zest and orange.