Preheat oven to 325 degree F.
Fold 2 (16 inch long) sheets of foil lengthwise in half twice to form 3 inch wide strips. Place 1 in each of the 2 (9 inch) round pans, with ends of foil extending over sides. Spray with cooking spray. Prepare cake batter as directed on package. Add dry pudding mix and beat 2 min. Pour into prepared pans. Bake 25 minutes or until toothpick inserted in centers comes out clean.
Remove cakes from oven and flatten tops with back of spatula. Beat 3 packages of cream cheese, sugar and 1 tsp. vanilla in large bowl with mixer until blended. Add sour cream and mix well. Add eggs, 1 at a time, mixing on low speed after each just until blended. Stir in orange peel.
POUR cheesecake batter evenly over cakes. Return to oven. Bake 25 to 30 min. or until centers of cheesecakes are almost set. Run knife around rims of pans to loosen cakes; cool completely. Refrigerate 4 hours.
Use foil handles to remove cakes from pans. Place 1 cake layer on serving plate. Microwave the marmalade in microwaveable bowl on high for 20 seconds and stir. Spread over cake layer on plate and top with remaining cake layer.
Beat the 4 ounces cream cheese, orange or vanilla extract and marshmallow creme in large bowl with mixer until blended. Add cool whip and beat on low speed just until blended. Spread onto top and side of cake. Sprinkle with grated chocolate.