Preheat broiler. Cut pound cake into 8 slices; place on a baking sheet. Broil 3 to 4 inches from heat for 2 to 4 minutes or until toasted, turning once halfway through broiling. In a small bowl, whisk together sugar, cocoa powder, and coffee crystals. Gradually whisk in milk until smooth.
In a medium bowl, beat cream cheese with an electric mixer on medium speed until smooth. Gradually beat in the milk mixture until smooth, scraping side of bowl as needed.
Peel orange and cut crosswise into 4 slices. Place a pound cake slice on each of four plates. Top each with an orange slice and one-quarter of the cream cheese mixture. Add another pound cake slice to each stack. If desired, top with orange pieces or curls.