One observation is that outputing just the OrderKey column won't enable you to easily determine which of the two inserted records got which of the two OrderKey values. One might assume, but I do not believe it is guaranteed, that the records will insert in the same order they are specified in the VALUES clause. If there is a column in the VALUES clause known to be uniquely identify rows in this insert (i.e. perhaps one knows that the CustomerKey is unique for this specific insert, or perhaps the OrderDate), one could use
OUTPUT Inserted.OrderKey, Inserted.CustomerKey (or something similar) to output that data.