In a medium bowl, combine the shortbread cookie crumbs and melted butter. Stir until evenly moistened. Press the mixture into the bottom and up the sides of a 9-inch pie pan to form the crust.
In a large bowl, combine cream cheese and confectioners' sugar. Beat until smooth and creamy. Spread the mixture over the crust.
Sprinkle chopped pecans over the cream cheese layer.
In a separate bowl, combine chocolate pudding mix, vanilla pudding mix, milk, and vanilla. Beat until thickened. Spread the pudding mixture over the pecan layer.
Cover and refrigerate for at least 2 hours, or until fully set.
Before serving, spread whipped cream over the pudding layer. Garnish with chopped pecans and chocolate shavings.