Peel the zest off of the oranges, trying not get any of the white part (the pith.)
Place the zest in a mason jar and pour over the whiskey.
Put a lid on it and store it in a cool, dark place, shaking it occasionally.
Begin tasting at 1 week until desired strength is reached.
Strain out the peels and store the whiskey in a jar or bottle (see notes for optional step.)
Will keep indefinitely, but for best flavor use within a year.
Video
Notes
If you want a stronger orange flavor, either add more zest or let it age longer. Optional - make a simple syrup of ½ cup of sugar and ¼ cup of water, heating over low heat until the sugar dissolves. You can add this to the whiskey after straining out the peels. This makes for a sweeter whiskey and I chose not to do this.