An orange peel is a much more preferred treat to a rabbit than the pulp because it is healthier. ¼ of the peel will do for an extra nutrient. This part is known to provide more than four times as much fiber than the pulp.
squeaksandnibbles.com says: "Some veterinarians give the OK to feeding your rabbit orange peels. But, many rabbit owners across the Internet are leery of offering orange peels."
I would just make sure it is an organic orange so there are no pesticides on the peels.