- Line a sieve with two layers of cheesecloth and place over a bowl. Set aside.
- In another bowl, combine the yogurt, cheese, sugar, chocolate, orange zest, and vanilla. Pour into the strainer and cover with plastic wrap. Allow to drain in the refrigerator for about 4 hours, or until the mixture is firm.
- Just before serving, fill the cones with the cheese and yogurt mixture. Place the cones in glasses. Dust the cones with icing sugar.
Variation: Add chopped candied fruit in the filling.