Heat oven to 350°F. Line cookie sheet with cooking parchment paper or spray with Crisco® Original No-Stick Cooking Spray.
In small bowl, stir cream cheese and orange peel until blended. Unroll pie crust on work surface. Spread cream cheese mixture evenly over crust.
In small microwavable bowl, microwave marmalade uncovered on High 10 seconds. Brush marmalade evenly over cream cheese mixture. Cut crust into 16 wedges, using knife or pizza wheel. Sprinkle chocolate chips evenly over wedges.
Roll up each wedge, starting at shortest side and rolling to opposite point. Place pastries, point side down, on cookie sheet. Brush egg on tops and sides of pastries. Sprinkle evenly with sugar.
Bake 20 to 25 minutes or until light golden brown. Remove from cookie sheet to cooling rack. Cool at least 10 minutes before serving.