Make cake layer: Preheat oven to 350°F Oil a 15- by 10- by 1-inch shallow baking pan and line bottom lengthwise with a large piece of wax or parchment paper, letting paper hang over ends by 2 inches.
Melt chocolate with water in a small heavy saucepan over very low heat, stirring. Cool to lukewarm.
Beat yolks, 1/3 cup sugar, and salt in a large bowl with an electric mixer until thick and pale, about 5 minutes in a standing mixer or about 8 minutes with a hand-held mixer. Fold in melted chocolate until blended. Beat whites with cleaned beaters until they just hold soft peaks. Gradually add remaining 1/3 cup sugar and beat until whites just hold stiff peaks. Fold one third of whites into melted-chocolate mixture to lighten, then fold in remaining whites gently but thoroughly.
Spread batter evenly in baking pan and bake in middle of oven until puffed and top is dry to the touch, 15 to 18 minutes. Transfer pan to a rack. Cover top with 2 layers of damp paper towels and let stand 5 minutes, then remove towels and cool completely. Loosen edges with a sharp knife.
Sift cocoa powder over top of cake layer and overlap 2 layers of wax paper lengthwise over cake. Place a baking sheet over paper and invert cake onto it, gently peeling off wax paper lining. (Don?t worry if cake layer breaks; it will hold together when rolled.).
Make filling: Beat cream with confectioners sugar and Grand Marnier with cleaned beaters until it just holds stiff peaks. Fold in zest.
Fill and roll cake: Spread filling evenly over cake. Put a long platter next to a long side of cake. Using wax paper as an aid, roll up cake jelly roll?style, beginning with a long side. Carefully transfer, seam side down, to platter, using wax paper to help slide cake. (Cake will crack but will still hold together.).
Dust cake generously with cocoa powder and confectioners sugar.
