In a food processor, blend the butter, sugar, and salt until smooth. Add the milk, egg and yolk, orange juice, and zest, and process everything together until smooth. Scrape down the sides of the bowl. Add the flour and 1/4 cup of the cocoa, and pulse until the dough comes together. Clean the bowl again, and pulse a few more times to mix thoroughly. Scrape the dough out onto a lightly floured work surface, and knead briefly into a soft, smooth ball. (If it is sticky, knead in more flour in small amounts.) Wrap the dough tightly in plastic, and chill 1 hour (or up to 1 day).
Cut the chilled dough in half, and work with one piece at a time. Flatten the dough on a lightly floured work surface, and roll it out into a rough square approximately 16 by 16 inches. With a fluted cutter, trim the edges and divide it into fourteen strips about 1 1/4 inches wide. Cut all the strips in half to form twenty-eight ribbons, each about 7 inches long (they will shrink after you cut them).
One at a time, tie each ribbon into a simple overhand knot. Place the knotted crostini on a baking sheet lined with parchment, leaving room between them so they don't stick to each other. Roll out the second piece of dough cut and tie the same way.
Meanwhile, pour vegetable oil in a deep frying pan and heat to 360˚F. Fry the crostini in two or three batches until crisp and cooked all the way through, about 4 minutes per batch, turning occasionally. Drain on a paper-towel-lined baking sheet. Repeat with remaining batches. To serve, combine the confectioners' sugar and remaining 1/4 cup cocoa in a fine strainer, and dust the Crostoli al Cioccolato through the strainer, turning them to coat both sides.