In a small bowl, melt white chocolate in microwave (heat for 30 seconds, stir, and repeat until completely melted smooth).
In a medium bowl beat heavy cream until it holds soft peaks.
In a medium bowl, beat pudding into milk for 2 minutes.
In a large bowl beat together cream cheese, confectioners' sugar, vanilla, and a pinch of salt until creamy smooth. Beat in the melted white chocolate.
Stir the pudding into the cream cheese mixture. Stir in 1/3 of the whipped cream into the cream cheese mixture to lighten. Then fold in another 1/3 of the whipped cream and then fold in the remaining 1/3.