Prepare salsa as directed, then puree some with a little orange juice to taste to make dipping sauce.
Prepare a charcoal or gas grill for high heat (450° to 550°; you can hold your hand 5 in. above cooking grate only 2 to 4 seconds). Meanwhile, in a bowl, season chicken with olive oil, salt, pepper, and orange zest to taste. Thread chicken on small skewers.
Grill chicken, turning often, until no longer pink in center. Transfer to a platter and serve with dip.