Line a 5- by 9-inch loaf pan with foil, then coat it with cooking spray. Place the chocolate chips and marshmallow crème in a large bowl.
In a small saucepan over medium-low heat, combine the sugar, evaporated milk, and butter. Bring to a boil and continue boiling for 4 minutes, stirring constantly.
Add the mixture to the chocolate chips and marshmallow crème and stir until smooth. Add the vanilla. Reserve 1 cup, then stir the zest and a few drops of food coloring into the rest of the fudge.
Pour half the orange fudge into the prepared pan, smoothing it evenly. Freeze it for 5 minutes. Evenly layer on the reserved white fudge and return the pan to the freezer for 5 minutes. Add the remaining fudge and refrigerate until firm, at least 2 hours.
Use the foil to lift the fudge from the pan and onto a cutting surface. With a sharp knife, cut it into 1-inch squares. Keep it refrigerated until ready to serve.