Stir together flour, brown sugar and cinnamon in large bowl. Cut in shortening until mixture resembles coarse crumbs. Stir in chopped pecans. Reserve 3/4 cup flour mixture. Press remaining mixture firmly onto bottom of ungreased 9-inch square baking pan. Bake 10 minutes or until lightly browned.
Meanwhile, prepare chocolate orange filling: beat cream cheese and sugar in medium bowl until fluffy. Add cocoa, milk, egg, vanilla and orange peel; beat until smooth.
Spread filling over warm crust. Sprinkle with reserved flour mixture. Press pecan halves lightly onto top, if desired. Return to oven. Bake 25 to 30 minutes or until lightly browned.
Cool; cut into bars. Cover; refrigerate leftover bars.