Preheat the oven to 200C/400F/Gas 6.
In a large bowl mix the cocoa and egg yolks together. Add half the double cream and whisk together.
Whisk the egg whites until stiff peaks form. Continue whisking and slowly add the sugar until you have glossy peaks.
Fold the whites carefully into the chocolate mixture, then heat the oil in a small non-stick frying pan.
Pour the mixture into the hot pan, then transfer to the oven for 8 minutes, or until cooked through.
To serve, pour over the remaining double cream and garnish with the segmented oranges.