1. Fit the steel knife blade into the work bowl of a food processor. Process sugar, margarine and milk until mixture is smooth. Add pecans, coconut, orange peel, oatmeal and chocolate pieces (use semi-sweet for best taste). Process with 5-6 quick on/off motions to mix well.
2. Line cookie sheets with waxed paper. Drop mixture by teaspoonfuls onto waxed paper. Refrigerate at least 1 hour before serving. To store, put into an airtight container and refrigerate.