Spread them in a thin, single layer on a lined baking sheet.
Bake in a preheated oven for 10-20 minutes or until they turn brownish.
Notes
Set your oven at its lowest temperature and make sure you preheat the oven before you add in the orange zest. This will keep the zest from accidentally burning.
Keep an eye on the zest at the 10 minute mark. If you start to see them darken slightly and they curl up a little bit, it's time to get them out. Remember that they will dry up even more as they cool.
If you don't have a zester or a microplane, you can use a box grater too. Use the portion with the smallest holes to grate the orange peel for best results.