In a Toddy Cold Brew system with a filter, add 1 cup of the vodka and 6 ounces of the coffee. Pour 2 more cups of the vodka in a circular motion over the grounds. Top with the remaining 6 ounces of coffee and wait 5 minutes. Pour the remaining liquor in a circular motion over the grounds. Let sit overnight, or for up to 24 hours.
Strain the liqueur as per the Toddy directions.
Add the sugar and the orange peels; stir well and let sit for another day. Strain the liqueur into a bottle with a lid, discard the peels and store in the refrigerator until ready to use.