In a bowl beat together the eggs, sugar and salt until well combined and the batter begins to slightly change in color. Stir in the vanilla.
Stir in the flour and cocoa. Then stir in the melted and slightly cooled butter. Stir until just combined and nearly no lumps remain in your batter (you do not need to over mix here).
Now add in the orange zest. Then spoon the batter into your buttered madeleine pan. Bake at 375°F for 8-10 minutes, until a toothpick inserted into the center of a cookie comes out clean. Allow to cool for just a few minutes before removing from the pan to a cooling rack.