1. Preheat oven to 350°F. Grease a fluted tube or bundt pan with shortening.
2. Combine sugar, orange peel, and pecans. Set aside.
3. Cut package of cheese in half lengthwise, then crosswise into 10 equal pieces. This should yield 20 cubes of cream cheese.
4. Separate each can of biscuit dough into 10 biscuits. Separate each biscuit into two layers. Place a cube of cheese between the layers. Seal the edges around the cheese. Dip each filled biscuit into melted butter, and then into the sugar mixture. Stand the biscuits on edge, slightly overlapping, around the prepared pan.
5. Sprinkle the any remaining sugar mixture. Drizzle with any remaining butter. Bake at 350°F for 30 to 35 minutes or until golden brown. Cool in pan for one minute. Turn onto a serving plate. Cool slightly and serve.