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PREHEAT oven to 350ºF. Grease and flour two 9-inch cake pans.
IN large bowl, beat cake mix, vanilla dry pudding mix, sour cream, water, oil, eggs and orange zest with mixer until blended. Pour into greased pans.
BAKE for 25 to 30 min. or until toothpick inserted in centers comes out clean. Cool cakes in pans 10 min. Invert onto wire racks; gently remove pans. Cool cakes completely.
WHISK lemon dry pudding mix and milk together in large bowl. Fold in COOL WHIP.
STACK cake layers on plate, filling with half each of the COOL WHIP mixture and oranges. (Consider breaking up half the mandarin oranges and folding into the whipped topping for the middle layer). Frost top with remaining COOL WHIP mixture. Garnish with remaining oranges. Keep refrigerated.