Heat oven to 350°F. Let cookie dough stand at room temperature 10 minutes to soften. In large bowl, break up cookie dough. Add 1/4 of the cream cheese and vanilla; beat with electric mixer on medium speed until well blended. Add 1 cup of the coconut, 3/4 cup of the nuts, 1 tablespoon of the orange peel and 1 tablespoon of the lemon peel; beat until well blended. Spread evenly in bottom and up side of ungreased 10-inch nonstick tart pan with removable bottom.
Bake 18 to 23 minutes or until light golden brown. Cool completely, about 1 hour.
Meanwhile, in 2-quart heavy saucepan, add condensed milk, orange juice, butter, remaining cream cheese, orange peel and lemon peel. Cook over low heat, 20 to 25 minutes, stirring constantly with wire whisk, until mixture is bubbly and thickened. Remove from heat; spread over cooled crust. Refrigerate until cooled, about 1 hour.
In small microwavable bowl, combine icing ingredients, microwave on High 30 to 40 seconds, stirring every 10 seconds, until smooth. Drizzle over cooled torte to cover. Sprinkle with remaining 1/4 cup coconut and 1/2 cup nuts, lightly pressing into icing. To serve, cut into 16 wedges; top each with orange slice. Store loosely covered in refrigerator.