In a large bowl, cream butter and confectioners' sugar. Beat in egg and orange zest. Gradually add flour; mix well.
Transfer dough to a pastry bag fitted with a large round pastry tip. Pipe spiderwebs (about 4 in. high and 4 in. wide) onto foil-lined baking sheets. With a pastry brush, gently brush each web with water. Lightly sprinkle with edible glitter.
Bake at 375° for 8-10 minutes or until set but not browned. Let cool for 1 minute before removing to wire racks to cool completely.
Fill a small resealable plastic bag with the melted chocolate; cut a small hole in the corner of bag. For spiders, attach two or three M&M's on each web with melted chocolate; pipe spider legs around each. For spider eyes, attach nonpareils with melted chocolate.
Edible glitter is available from Wilton Industries. Call 800-794-5866 or visit wilton.com.