Cut the top part of each orange off. Set the top aside (it will be used later as the lid.)
Use a spoon to remove the orange segments from the peel, being careful not to puncture through the peel in any areas.
Add milk and oil to the mason jar with the dry cake mix. Place the top back on and shake the jar to incorporate the wet and dry ingredients together. (If needed, use a spoon or spatula to mix in any dry pockets.)
Fill each orange with the batter, no more than halfway full. Add chocolate chips to each orange.
Place the orange lid back on top and wrap the orange up in aluminum foil. Be sure to keep the top of the orange facing up the whole time.
Set the orange (top side up) into the campfire coals or on top of a few pieces of charcoal. Rotate the orange every few minutes for even cooking.
Cook times will vary, but they should take approximately 15 minutes. Check after 10 minutes to gauge how much longer is needed.