The orthogonal coding scheme, known to asymptotically achieve the capacity per unit cost (CPUC) for single-user ergodic memoryless channels with a zero-cost input symbol, is investigated for single-user compound channels, which exhibit uncertainties in their input-output relationships. A minimax formulation is adopted to attain robustness. First, a class of achievable rates per unit cost (ARPUC) is derived, and its utility is demonstrated through several representative case studies. Second, when the channel uncertainty satisfies a convexity property, optimization is performed over the class of ARPUC to yield a lower bound to the CPUC, through utilizing results of minimax robustness. This CPUC lower bound indicates the ultimate performance of the orthogonal coding scheme, and coincides with the CPUC under certain restrictive conditions. Finally, still under the convexity property, it is shown that the CPUC can generally be achieved, through utilizing so-called mixed strategies in which orthogonal codes with different nonzero-cost input symbols are time-shared with appropriately chosen frequencies.