Heat oven to 325 F. Combine graham cracker crumbs, 1/3 cup sugar. cocoa and melted butter in medium bowl. Press crumb mixture evenly onto bottom and about 1 1/2 inches up side of ungreased 9-inch springform pan. Bake 8 minutes; Cool slightly.
Increase oven temperature to 350 F. Beat cream cheese, remaining 1 cup sugar and vanilla with electronic mixer on medium speed until well blended. Add sour cream; beat on low speed until blended. Add eggs; beat on low speed just until blended. Do not overbeat.
Pour 2 cup filling into prepared crust. Reserve 1 tablespoon each milk chocolate chips and peanut butter chips for drizzle. Sprinkle remaining milk chocolate chips and peanut chocolate chips evenly over filling. Carefully spoon remaining filling over chips.
Bake about 1 hour or until center is almost set. Remove from oven. Using knife, loosen cheesecake from side of pan. Cool on wire rack 30 minutes. Remove sides of pan; cool 1 hour.
Combine shortening and reserved milk chocolate chips and peanut butter chips in small microwave bowl. Microwave at HIGH (100%) 30 seconds; stir. If necessary, microwave at HIGH an additional 15 seconds at a time, stirring after each heating, until chips are melted and mixture is smooth when stirred. Drizzle over cheesecake; over and refrigerate al least 4 hours. Cover and refrigerate leftover cheesecake.