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MIX flour, zest and baking soda until blended. Beat cream cheese, butter, sugar and vanilla in large bowl with mixer until blended. Gradually add flour mixture, beating well after each addition.
SHAPE into 2 (8-inch) logs; wrap in plastic wrap. Refrigerate 1 hour.
HEAT oven to 350°F. Cut dough into 1/4-inch-thick slices; place, 2 inches apart, on baking sheets sprayed with cooking spray.
BAKE 10 to 12 min. or until edges are lightly browned. Cool on baking sheet 3 min. Remove to wire racks; cool completely.
MELT chocolate as directed on package. Drizzle over cookies; let stand until firm.