Prepare cake batter and bake as directed on package for 24 cupcakes, blending dry pudding mix into batter before spooning into prepared cups. Cool completely.
Beat cream cheese, butter, vanilla and food colorings in medium bowl with mixer until blended. Gradually beat in powdered sugar until blended.
Arrange cupcakes on large platter to resemble a stemmed pumpkin as shown in diagram; frost with cream cheese mixture. Use colored sugar to fill in the stem.
Add 2 cookies for the jack-o'-lantern's eyes. Crush remaining cookies; sprinkle over cake for the mouth. Arrange marshmallow halves in mouth for the teeth.