I've tried both lemon and orange zest in wheat beers. If you're going to do it, you have to use quite a bit. I think I zested 6 oranges in one batch and didn't get any perceptable flavor from it.
You might go with something like this instead:
BITTER ORANGE PEEL 1 oz. $2.40 Aurantium amarae pericarpium.
Also called "Curaçau orange peel", these green-gray peels are one of the most popular specialty herbs on the market. They are used commercially by domestic brewers to duplicate the beer styles that put Belgium on the brewing map. While not very bitter, they are a key ingredient in Belgian style white beers.
or this
SWEET ORANGE PEEL 1 oz. $2.40 Aurantium dulcis pericarpium.
While a cousin to the Florida orange, this sweet variety will not give your beer a metallic taste like the domestic version. If you're familiar with the taste of Cointreau or Grand Marnier, then you will be thrilled with the flavor that sweet orange peel can add to your Belgian style strong ales and special holiday brews.