Add the orange zest, orange juice, water and sugar to a small saucepan. Place the pan over medium heat and cook just long enough to dissolve the sugar, about 3 minutes. Let it cool to room temperature.
Pour the cooled mixture into a shallow dish (tupperware is fine), cover it with plastic wrap and place it in the freezer until the edges are frozen, about 20 minutes. Scrape the ice from the edges with a fork, mixing it into the center. Repeat this scraping and mixing process every 20 minutes or so, until it has turned into tiny ice flakes. (You should almost be "chopping" as you move the ice around.) Keep this in the freezer until you're ready to use it.
Peel the cucumber and slice it into about 18, approximately ½-inch rounds. (Save a strip of the peel for garnish.) Then use a tiny melon baller or tsp., to very gently scoop out the seeds, about half way to the bottom — be sure not to go all the way through! This hollowed out space will serve as a bowl for the granita.
Place the cucumber slices on a paper towel, and then place another one on top and gently press down to remove some of the moisture.
Just before you're ready to serve, with the cucumber slices still on the paper towel, add about a tablespoon of the granita to the center of each one. (You can use a 1 to 2-inch melon baller or a teaspoon ... )
Slice the reserved strip of cucumber skin into super thin strips and then cut them into small pieces. Now garnish each of the Granita Cucumber Cups with a bit of this.
Carefully place them on a platter or plate and serve immediately!