Recall that the orthogonal projection of a vector $u$ on a vector subspace $V$ is defined as the unique vector $v$ such that (1) $v$ is in $V$, and (2) $u-v$ is orthogonal to $V$, that is, $\langle u,w\rangle=\langle v,w\rangle$ for every $w$ in $V$.
What could be the orthogonal projection of $u$ on a sphere $S$? (In the question you write ball but in the comments it seems clear you mean the unit sphere for a given norm.) Following the classical definition, one should look for $s$ such that (1) $s$ is in $S$ and (2) $u-s$ is orthogonal to... what exactly? Orthogonal to $S$? Alas, no vector $r$ is orthogonal to $S$ in the sense that $\langle r,t\rangle=0$ for every $t$ in $S$, except the null vector. (For example, $t=\langle r,r\rangle^{-1/2}r$ is in $S$ and $\langle r,t\rangle=\langle r,r\rangle^{1/2}\ne0$ for every $r\ne0$.)
This remark shows that you really need to clarify the question.