Preheat the oven to 180°C/350°F/Gas mark 4. Lightly grease 12 holes in a madeleine tin. Dust the tin with flour, and shake off any excess.
Combine the eggs and sugar in a heatproof bowl. Put the bowl over a pan of simmering water, and beat the mixture with a whisk or an electric beater until thick and pale yellow. Remove the bowl from the heat, and continue to beat the mixture until it has cooled slightly and increased in volume.
Sift the flour three times onto baking parchment. Add the flour, butter and orange zest to the egg mixture, and fold in quickly and lightly with a metal spoon until just combined. Spoon the mixture carefully into the madeleine holes.
Bake for 10–12 minutes until lightly golden. Carefully remove from the tin and place on a wire rack until cold. Dust with icing sugar before serving. Madeleines are best eaten on the day of baking.