A good name for an Orc would be [first name] Gro/Gra - [surname]. For example Orin Gro-Shod.
On topic, the UESP has a list of all dunmer family names that you could look at.
"gro-" for men, "gra-" for women. It means "son" or "daughter". Some Orcs seem to have their father's/mother's name after that gro-/gra-, but I've also seen the name of the stronghold they're from. I created a (female) character named Durza gra-Durbag.
My Dunmer is called Medea Selarys. In both cases, I've used that list of names on UESP (well, not Medea, of course, that's from Greek mythology, but I thought it could pass for a Dunmer name).