Slice ⅓ off the top of each orange and scoop out the flesh. Set aside.
In a bowl or container, combine all ingredients.
Fill each hollowed orange ¾ of the way up with cake batter. Cover the tops with the orange lids and secure with toothpicks. Wrap each orange in foil and set on top of hot coals. Roast for 20-25 minutes or until fully cooked through.