In the bowl of the stand mixer, cream together the butter, cream cheese, and sugar (and chocolate). Beat in egg yolk and vanilla (and orange zest). Continue beating until light and fluffy. Gradually stir in the flour, salt, and cinnamon.
Roll the dough into a log just a little narrower than the barrel of the cookie press. Put the dough in and assemble according to the manufacturer’s directions. Form the cookies on ungreased cookie sheets and sprinkle with colored sugars or nonpareils.
Bake in preheated oven for 10 to 12 minutes. Remove from oven and allow to sit for another 60 seconds. Cool on wire racks. Store in an airtight container. Can be frozen for up to 3 months.