How to Make It
Set each kidney flat side down on a work surface. Using a thin, sharp knife, cut each kidney in half horizontally. Cut out the tough core at the center of each kidney, leaving the halves intact. In a large bowl, combine the ice with the milk. Add the halved kidneys, cover and refrigerate overnight.
In a shallow dish, combine the Wondra flour with the cayenne pepper. Drain the kidney halves and pat them dry with paper towels. Season the kidneys with salt and dredge thoroughly in the seasoned Wondra flour mixture.
In a large skillet, heat 3 tablespoons of the olive oil. Add the kidney halves, cut sides down, and weigh them down with a large heatproof plate. Cook the kidneys over high heat until browned on the bottom, about 2 minutes. Transfer the kidneys to another large plate, browned sides up.
Add 1 more tablespoon of the olive oil to the skillet. Add the sliced shallots and chiles and cook over moderately high heat, stirring frequently, until the shallots are golden brown, about 1 minute. Stir in the dry mustard, Worcestershire sauce and tomato paste and cook, stirring, until the tomato paste darkens, about 30 seconds. Add the red wine and orange juice and boil, stirring, until the sauce is reduced by half, about 2 minutes.
Return the kidneys to the skillet, browned sides up. Simmer over moderately high heat until heated through and just pink in the center, about 2 minutes. Season the kidneys with black pepper and stir in the chopped parsley and sliced scallion.
Transfer the kidneys to plates and spoon the chile–red wine sauce on top. Drizzle with the remaining 1 tablespoon of olive oil, sprinkle with the orange zest and serve.
Wondra flour, also known as instant flour, is more granular than regular flour and dissolves quickly, making it ideal for thickening sauces and gravies. It also becomes a silky coating for ingredients like the kidneys here. It's available at most supermarkets.