Preheat oven to 350°F. Lightly spray two, 8-inch round pans with vegetable pan spray.
In large bowl, combine cake mix, pudding mix, and orange zest. Add orange juice, eggs and oil; mix well with electric mixer. Divide cake mixture evenly between prepared pans.
Bake 30-35 minutes or until toothpick inserted in center comes out clean. Cool in pan on cooling rack 8 minutes. Remove from pan and cool completely.
To make filling, place milk in medium bowl. Add pudding mix and orange zest; whisk 2 minutes or until thickened. Fold in whipped topping. Cover and refrigerate until ready to use.
To assemble cake, tort cake layers (slice each cake layer in half horizontally; 4 layers total). Place one layer on cake circle, cut side up. Spread 1/3 of filling evenly over cake layer; place next cake layer over filling. Repeat 2 more times, ending with cake layer, cut side down. Ice cake as desired. Cover cake and refrigerate until ready to serve.