Add boiling water to gelatin mix in large bowl; stir 2 min. until completely dissolved. Stir in cold water; pour 1-1/2 cups into 9-inch round pan sprayed with cooking spray. Refrigerate 2 hours or until gelatin is set but not firm.
Stir milk into remaining gelatin until blended.
Add dry pudding mix; beat with whisk 2 min. Stir in oranges and 2 cups COOL WHIP; spoon over gelatin layer in pan. Top with layer of cookies. (Pan will be full.) Cover.
Refrigerate 4 hours or until gelatin is firm. Run knife around edge of pan to loosen dessert; unmold onto plate.