In a large bowl, combine the pumpkin pie mix, mascarpone cheese, brown sugar, and orange peel.
Refrigerate, covered, for at least 2 hours.
In a small bowl, beat cream until it begins to thicken. Add confectioners' sugar and vanilla; beat until soft peaks form. Refrigerate.
Just before serving, spoon half of the pumpkin mixture into six parfait glasses. Top with half of the whipped cream and half of the crumbled cookies. Repeat the layers.