The best time to get this skull is during the main quest in Act 2, Chapter 6 called "Market Journey." You'll enter the Supermarket through the sewers, so go past the area where you turn off the steam, go right and you should come to a dead end with a workbench in a room to your left. Keep going right until you reach some stairs; behind the stairs is a shopping cart with the Orange Skull inside. To deposit the Orange Skull, enter the sewers through City Hall. Once you get inside, get to the large open area and go up the ladder in the middle of the room, which is near the makeshift grate bridge. Enter the door to the right once you go up the ladder, and place the Orange Skull on a pile to your left. Your reward is a recipe for the Electro Body Military Knife.