In a medium saucepan, combine the sweetener, cocoa, cornstarch and salt. Add the oat milk gradually, stirring until smooth.
Over medium-low heat, stir constantly until the pudding starts to thicken. It will form bubbles around the edge.
Once it coats the back of a metal spoon (in 5 - 8 minutes) add the chopped chocolate pieces.
Over low heat, stir until the chocolate has melted and the pudding is smooth and thick.
Remove from heat. Stir in the vanilla extract and the orange zest.
Transfer to individual dessert glasses or ramekins. Garnish with more orange zest if you'd like. The pudding will thicken as it cools.
If you don't like having a "skin" on the top of your pudding, press a small piece of plastic wrap on the surface until the pudding has cooled. Garnish once you have removed the plastic.Store in the fridge for up to 3 days.