Place the cream cheese, orange zest, one tablespoon of the honey and the icing sugar into a bowl and mix together well.
Place three blinis onto a plate and place some of the cream cheese mixture on top. Place a blini on top and spread a second layer of cream cheese mixture over the top. Finish each stack with a third blini on top.
To serve, place an orange segment on top of each blini stack and drizzle with the remaining honey.