PREHEAT oven to 350°F. Line a 15x10-inch jelly-roll pan with foil. Foil should extend 1 inch above edge of pan. Sprinkle a clean towel with powdered sugar.
PREPARE cake mix according to package direction, adding 1 ½ teaspoons orange peel at end of mixing time. Spread into prepared pan.
BAKE for 30 minutes or until top of cake springs back when touched. Immediately turn cake onto prepared towel. Carefully peel off foil. Roll up cake and towel together, starting with narrow end. Cool on wire rack.
COMBINE pumpkin, sugar, cinnamon, vanilla extract and remaining orange peel in a medium bowl. Carefully unroll cake; spread pumpkin mixture over cake. Re-roll cake. Sprinkle with 1/4 cup powdered sugar. Spoon jelly into small, heavy-duty plastic bag. Cut off corner of bag; squeeze to drizzle jelly over cake. Refrigerate until ready to serve.