Preheat oven to 350 degrees. Spray 9 ½ deep-dish pie plate with PAM cooking spray. (Alternatively, you could make 2 smaller pies- your layers will be thicker.)
Crush Pecan Shortbread cookies into fine pieces. Melt butter and mix together with cookies. Press down onto bottom of pie dish.
Prepare Cook n Serve chocolate pudding according either on stove top or microwave. To microwave, mix milk and pudding together and microwave for 6 minutes in 2 minute increments. Pour over cookie crust. Let firm up slightly while making the next layer.
Soften cream cheese and mix together with 2 eggs, sugar and vanilla. Pour over the chocolate pudding layer. Let cheese cake layer firm up for a little while while preparing pumpkin pie layer.
Mix together pumpkin, evaporated milk, 2 eggs, sugar and spices until smooth. Pour over the top of cheesecake layer.
Bake for 60 minutes until firm and remove from oven to cool. Once the pie is cool, add layer of Cool Whip and chocolate sprinkles. Cover and refrigerate.