I can only answer a portion since I have experience in the areas. Adding to secondary is perfectly fine, in fact, I've done it (with other fruits, lemon/lime zest, etc). No, I haven't sanitized them every time. Still came out ok. Since your beer has alcohol in it, it should kill off any minor nasties, unless you drop it in the dirt and rolled it around or dipped it in your toilet before adding it to the secondary or something.
I doubt you've added too much since you've put in the entire peel. I'm assuming you didn't succeed in peeling one giant intact peel with very little tearing apart from the orange. The tearing apart segments are what introduces the aroma and taste, which is why people use a cheese grader to get the zest - you really get the essence of the peel. Personally I think it'll taste and smell GREAT. Don't add anything else. Wait a week and bottle.
Primary 1: Whiskey Stout
Primary 2: Apfelwein
Bottled: Oat Red Ale, Peach Wheat, Strawberry Dirty Blonde Ale, Brown Sugar IPA
In line: Cucumber Summer Blonde, Kona Pipeline Porter Clone, Bacon Porter
The best yet: St. Nick's Dirty Stout (Vanilla Gingerbread Stout) - guessed at the recipe when boiling, didn't write anything down... DAMN.