Preheat oven to 350 degrees. Grease a 9-inch square baking pan. Beat butter in medium bowl with electric mixer at medium speed until smooth. Add flour, brown sugar, and pecans; beat at low speed until well blended. Press mixture into bottom and partially up sides of prepared pan.
Bake 15 minutes or until light brown. If sides of crust have shrunk down, press back up and reshape with spoon. Cool 5 minutes on wire rack.
Meanwhile, beat cream cheese in large bowl with electric mixer at medium speed until smooth. Add granulated sugar, egg, milk and lemon peel; beat until well blended.
Heat jelly in small saucepan over low heat 2 to 3 minutes or until smooth, stirring occasionally. Pour cream cheese mixture over crust. Drizzle jelly in 7 to 8 strips across filling with spoon. Swirl jelly through filling with knife to create marbled effect.
Return pan to oven; bake 20 minutes to 25 minutes or until filling is set. Cool completely on wire rack before cutting into bars. Store in airtight container in refrigerator up to 1 week.