In a large saucepan, combine the orange marmalade and juice; cook and stir over medium heat until melted and blended.
In a small bowl, combine cornstarch and water until smooth. Gradually stir into marmalade mixture. Bring to a boil; cook and stir for 4 minutes or until thickened. Remove from the heat; stir in extract. Cool completely. Fold in whipped topping. Tint orange with yellow and red coloring if desired.
In a large bowl, beat cream cheese until smooth. Add the sour cream; mix well. In a small bowl, whisk milk and pudding mix for 2 minutes (mixture will be thick). Stir into cream cheese mixture.
Cut a large hole in the corner of a pastry or plastic bag; fill half full with cream cheese mixture. Press bag slightly to flatten. Cut a small hole in another bag; insert star tip No. 21. Place filled bag in empty bag; fill empty bag with orange mixture. Pipe in a swirled design in parfait glasses; chill. Garnish with chocolate hearts if desired.