PREHEAT OVEN TO 350°. GREASE A 15 X 10 INCH JELLY ROLL PAN. SET ASIDE.
IN A LARGE BOWL WITH ELECTRIC MIXER, BEAT TOGETHER THE CREAM CHEESE AND BUTTER UNTIL FLUFFY. ADD THE ORANGE PEEL AND VANILLA EXTRACT. BEAT TO COMBINE, BEAT IN 2 CUPS CONFECTIONERS' SUGAR UNTIL CREAMY SMOOTH. SET ASIDE.
IN A LARGE MIXING BOWL WITH ELECRIC MIXER, BEAT TOGETHER SHORTENING AND SUGAR UNTIL LIGHT IN TEXTURE ABOUT 3 MINUTES. ADD EGG AND BEAT WELL. ADD MOLASSES AND MILK BEATING UNTIL WELL COMBINED.
IN A SMALL BOWL, COMBINE FLOUR, BRAN, BAKING SODA, AND SALT. ADD FLOUR MIXTURE TO SHORTENING MIXTURE, BEATING ON LOW SPEED JUST UNTIL COMBINED ADD CHOPPED APPLES AND STIR TO BLEND.
SPREAD BATTER IN PREPARED PAN AND BAKE 25 TO 30 MINUTES OR UNTIL CAKE TESTER INSERTED IN CENTER COMES OUT CLEAN. COOL IN PAN.
WHEN COOLED, SPREAD WITH CREAM CHEESE FROSTING AND CUT INTO 24 BARS.