Brownie Stuffed Oranges

I have mentioned before that chocolate and orange is one of our favorite flavor combos in our house.  We frequently substitute the water in chocolate cake and brownie recipes for orange juice to give it a little hint of orange.  I never thought to try this though:

Cool Craft Sites shared a video from The Today Show on how to make these brownie stuffed oranges.  Now I am wondering if I should try to cut the jack-o-lantern face out of the orange before or after they bake.