In a 1- to 2-quart pan, combine milk, vanilla bean, and orange peel. Warm over low heat to blend flavors, about 15 minutes, stirring often; do not boil. Discard orange peel; remove vanilla bean and save (see notes).
Add chopped chocolate and caramel sauce to hot milk; stir over low heat until chocolate melts.
Pour hot chocolate into mugs (about 8 oz.), top with equal portions of whipped cream, and sprinkle with chocolate curls. Serve with spoons.