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POUR half-and-half into medium bowl. Add pudding mix. Beat with wire whisk 2 minutes; cover. Refrigerate 30 minutes.
PLACE cookies, flat-sides up, on serving tray. Mix orange juice and liqueur; brush onto flat sides of cookies. Spoon or pipe about 2 Tbsp. pudding mixture onto each cookie. Refrigerate until ready to serve.
DRIZZLE with fudge sauce just before serving.