Preheat oven to 350°. Grease and flour 9″ square pan. In medium bowl, combine flour, sugar, baking soda, ginger, and cinnamon.
In separate bowl, combine water, molasses, butter, egg, and vanilla extract, and using electric mixer at medium speed beat until smooth. Combine flour mixture and water mixture. Continue beating at medium speed, scraping down sides of bowl several times. Pour batter into prepared pan. Bake 25-30 minutes or until toothpick inserted in center comes out clean. Remove from pan and let cool completely on wire rack.
With serrated knife, trim 3/4 inch from each side of gingerbread; cut approximately 4 x 1 1/2 inch fingers. Cut each finger in half horizontally and evenly spread filling.
Replace tops and garnish with a dollop of cream filling and orange zest.
Orange Cream Filling
In medium bowl combine cream cheese, butter, and orange zest. With electric mixer on medium beat until smooth. Add confectioners’ sugar and continue to beat until smooth.