Googling around, I mostly see "debunking" articles about "citrus rinds are bad for compost". I think that's another bit of 'common wisdom" that we'll be debunking for the next 200 years.
Apparently worms don't like having too much citrus rind. So if you're a vermicomposter, don't add too many to your worm bin at one time.
But they break down in compost just fine, maybe slightly slower than other things of the same size.