Line a rectangular or loaf tin with parchment paper.
In a saucepan, combine the milk, sugar, orange zest and cocoa powder, then cook over medium heat, whisking, until smooth and just boiling.
Remove from the heat, add the butter and stir until fully melted and glossy.
Let the chocolate mixture cool for about 10–15 minutes until warm.
In a large bowl, break the biscuits into small pieces and add the chopped walnuts.
Pour the warm chocolate mixture over the biscuits and walnuts and fold until everything is evenly coated.
Press the mixture firmly into the prepared tin and chill in the fridge for about 1 hour.
Melt the milk chocolate, stir in the vegetable oil, spread over the chilled base and sprinkle with roasted peanuts, pressing them lightly into the chocolate.
Melt the white chocolate and drizzle it over the top, then chill for a further 30 minutes or until fully set.
Lift the dessert out using the parchment, slice into pieces and serve.