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 9-inch spring-form pan.
Bake 8 minutes; remove from oven. Cool slightly.
Increase oven temperature to 350°F. Beat cream cheese, 1 cup sugar and vanilla on medium speed of mixer 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 cups of filling into prepared crust. Reserve 1 tablespoon each milk chocolate chips and peanut butter chips for drizzle.
Sprinkle remaining milk chocolate chips and peanut butter chips evenly over filling in pan. Carefully spoon remaining filling over chips.
Bake about 1 hour or until center is almost set. Remove from oven. Using knife or narrow medal spatula, loosen cheesecake from side of pan. Cool on wire rack additional 30 minutes. Remove side of pan; cool 1 hour.
Combine shortening and reserved milk chocolate chips and peanut butter chips in small microwave-safe bowl. Microwave at MEDIUM (50%) 30 seconds; stir. If necessary, microwave at MEDIUM an additional 15 seconds at a time, stirring after each heating, until chips are melted and mixture is smooth when stirred.
Drizzle over cheesecake; cover and refrigerate at least 4 hours. Cover; refrigerate leftover cheesecake.