Make the crepe batter by combining the flour, cocoa and sugar substitute in a food processor. Add the skim milk, egg substitute, margarine and vanilla. Process all of these ingredients until smooth. Pour the batter into a bowl and let it stand at room temperature for about 30 minutes.
Spray a small non-stick skillet with fat-free butter-flavor cooking spray and heat over medium-high heat. Pour three tablespoons of the batter into the skillet and move the pan back and forth, swirling to cover the hot pan surface with the batter. Cook for two minutes or until the edges of the crepe is brown and the top of the crepe is dry. Carefully turn the crepe with a spatula and cook for another minute. Remove the crepe onto a sheet of wax paperto cool. Repeat with the remaining batter, spraying the skillet with additional cooking spray as needed. Stack the cooling crepes between pieces of wax paper to prevent them from sticking together.
Spread 3 tablespoons of the chocolate filling evenly over the center of a crepe and roll it up. Repeat with the remaining crepes. Place each crepe on a plate and drizzle with some fat-free chocolate sauce and grated orange zest, if desired.
Beat the cream cheese in a medium-size bowl with an electric mixer, set at high speed. When the cream cheese is smooth, set it aside. In another medium bowl, combine the chocolate pudding with the chocolate protein powder. Add the milk and prepare the pudding mixture according to the package directions.