HEAT oven to 350°F.
BEAT margarine and sugar in large bowl with mixer until light and fluffy. Stir in zest. Gradually add flour, beating well after each addition.
SHAPE dough into 20 (1-1/2-inch) balls; flatten slightly. Place 1 chocolate piece in centre of each ball; wrap dough around chocolate to completely enclose chocolate. Place, 2 inches apart, on baking sheets. Flatten slightly.
BAKE 20 min. Immediately top each cookie with 1 of the remaining chocolate pieces. Cool on baking sheet 3 min.; remove to wire rack. Cool completely.