Lightly oil 4 baking sheets. In a large heavy saucepan, combine the cream, sugar and orange zest. Bring to a boil over moderately high heat, stirring constantly with a wooden spoon. Cook, stirring constantly, until the mixture registers 240° on a candy thermometer; this can take up to 50 minutes. The mixture will be thick, bubbly and golden brown. Add the pecans and cook, stirring, for 3 minutes.