Grate the apples and pumpkin. Put them with 1 cup water and the sugar in a container on the stove to boil, until the liquid evaporates, for about 30 minutes. At the 15th minute mark, add the orange zest.
After removing the mixture from the heat, mix in the walnuts and cinnamon. Whisk the sour cream and cream cheese with the powdered sugar to taste until you get a smooth cream.
Spread a little cream along the bottom and sides of an appropriate form. Arrange a row of biscotti/biscuits, spread some of the apple-pumpkin mixture on top and then cream. Alternate until out of products, ending with cream on the very top.