Line 24 muffin cups with paper liners. Prepare cake batter as directed on package; blend in dry pudding mix and milk. Divide batter into thirds. Melt 2 oz. bittersweet chocolate as directed on package; stir into 1/3 of the batter, then spoon into 8 prepared muffin cups. Repeat with 2 oz. white chocolate, except stir in 1/2 cup cranberries before spooning batter into 8 of the remaining muffin cups. Blend 1/4 cup peanut butter into remaining batter, then spoon into remaining muffin cups. Bake 21 min. or until toothpick inserted in centers comes out clean. Cool completely.
Beat cream cheese and sugar until blended; divide into thirds. Mix remaining peanut butter with 1/3 of the cream cheese mixture. Melt 1 oz. bittersweet chocolate as directed on package; stir into second bowl of cream cheese mixture. Melt 1 oz. white chocolate as directed on package; stir into remaining cream cheese mixture. Spoon each flavor of filling into separate resealable plastic bag; cut off small corner from bottom of each bag.
Cut cone-shaped piece from top of each cupcake. Set removed pieces aside. Pipe peanut butter filling into peanut butter cupcakes, bittersweet chocolate filling into bittersweet chocolate cupcakes, and white chocolate filling into white chocolate/cranberry cupcakes. Replace cupcake tops.
Microwave 1 cup COOL WHIP and remaining bittersweet chocolate in microwaveable bowl on HIGH 1 min. or until chocolate is completely melted and mixture is well blended, stirring every 30 sec. Microwave marmalade in separate microwaveable bowl on HIGH 15 sec.; stir in remaining cranberries. Prepare chocolate curls from remaining white chocolate.
Glaze tops of peanut butter and bittersweet chocolate cupcakes with chocolate glaze. Top peanut butter cupcakes with nuts; top bittersweet chocolate cupcakes with white chocolate curls. Top white chocolate/cranberry cupcakes with remaining COOL WHIP; drizzle with cranberry-marmalade mixture.