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Preheat the oven to 350 degrees Fahrenheit. Lightly grease a sheet of parchment paper on top of a baking sheet. Set aside.
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Mix together the egg whites, powdered sugar, cocoa powder, vanilla extract, cayenne, citrus juice, and 2 tablespoons of the zest. Stir in the chocolate chips until evenly distributed. At this point, the texture of the dough should be about halfway between the consistency of cake batter and regular cookie dough.
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Scoop the dough onto the greased parchment paper baking sheet, making 1.5-inch circles. The cookies will spread a lot when you bake them, so give at least 4 inches of space between each cookie dough mound. Sprinkle the remaining zest over the tops of the cookies. Place the sheet in the oven and bake for 8-9 minutes.
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When you remove them from the oven, they will still look a bit wet, but let them sit and cool to room temperature on the baking sheet before attempting to remove them. Be careful when removing them after cooling has completed, however, because their softness can cause them to tear if you're especially rough. I recommend greasing your spatula to help make moving them off the parchment paper easier. Transfer the cookies to a wire rack to cool a bit more and firm up a bit before serving.