For Pecan Shortbread Cookie Crust: Mix all ingredients. Press firmly on bottom and side of ungreased pie plate, 9x1 1/4 inches. Bake about 12 minutes or until light brown.
For Pie: Heat oven to 375ºF. Bake Pecan Shortbread Cookie Crust; cool.
Beat sugar, flour and both packages cream cheese in large bowl with electric mixer on low speed until smooth; reserve 1/2 cup. Add remaining ingredients except milk to cream cheese mixture. Beat on medium speed, scraping bowl constantly, until smooth. Pour into crust.
Stir milk into reserved cream cheese mixture. Spoon over pumpkin mixture. Cut through cream cheese and pumpkin mixtures with knife in S-shaped curves in one continuous motion. Turn pie plate one-fourth turn and repeat.
Cover edge of crust with 2- to 3-inch strip of aluminum foil to prevent excessive browning; remove foil the last 15 minutes of baking. Bake 35 to 40 minutes or until knife inserted in center comes out clean. Cool 30 minutes. Cover loosely and refrigerate at least 4 hours before serving. Store covered in refrigerator.